Global Macro Absolute Return Advantage Portfolio

January 31, 2022

CONSOLIDATED PORTFOLIO OF INVESTMENTS (Unaudited)

Asset-Backed Securities — 2.1%

Security	Principal Amount (000’s omitted)		Value
Unison Trust, Series 2021-1, Class A, 4.50%, 4/25/50(1)(2)	$	51,922	$	51,253,338
Total Asset-Backed Securities (identified cost $51,154,199)			$	51,253,338
Collateralized Mortgage Obligations — 0.2%
Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
Interest Only:(3)
Series 2770, Class SH, 6.994%, (7.10% - 1 mo. USD LIBOR), 3/15/34(4)	$	889	$	187,332
Series 4791, Class JI, 4.00%, 5/15/48		10,093		1,360,746
			$	1,548,078
Federal National Mortgage Association:
Interest Only:(3)
Series 424, Class C8, 3.50%, 2/25/48	$	12,641	$	1,844,668
Series 2010-109, Class PS, 6.492%, (6.60% - 1 mo. USD LIBOR), 10/25/40(4)		1,933		354,644
Series 2018-21, Class IO, 3.00%, 4/25/48		10,482		1,410,277
Series 2018-58, Class BI, 4.00%, 8/25/48		1,829		256,024
			$	3,865,613
Total Collateralized Mortgage Obligations (identified cost $29,428,693)			$	5,413,691
U.S. Government Guaranteed Small Business Administration Loans(5)(6) — 1.0%
Security	Principal Amount (000’s omitted)		Value
1.63%, 11/20/42	$	1,174	$	70,869
1.88%, 10/30/42 to 12/28/42		7,457		503,183
2.13%, 1/25/43		1,626		118,365
2.38%, 11/30/42 to 3/1/43		5,874		526,765
2.54%, 11/15/32 to 4/10/43(7)		33,638		2,927,322
2.63%, 10/27/42 to 3/20/43		8,411		780,618
2.82%, 4/12/27 to 3/10/43(7)		75,920		7,072,183
2.88%, 10/27/42 to 2/13/43		8,470		912,653
3.05%, 2/2/27 to 12/17/43(7)		81,528		8,158,021

1

Security	Principal Amount (000’s omitted)		Value
3.13%, 10/12/42 to 2/15/43	$	5,426	$	668,435
3.63%, 10/27/42 to 3/28/43		22,527		3,140,817
Total U.S. Government Guaranteed Small Business Administration Loans (identified cost $30,901,484)			$	24,879,231
Convertible Bonds — 0.4%
Security	Principal Amount (000’s omitted)		Value
Bermuda — 0.2%
Liberty Latin America, Ltd., 2.00%, 7/15/24	$	4,760	$	4,587,450
Total Bermuda			$	4,587,450
India — 0.2%
Indiabulls Housing Finance, Ltd., 4.50%, 9/28/26(8)	$	4,605	$	4,385,894
Total India			$	4,385,894
Total Convertible Bonds (identified cost $9,364,086)			$	8,973,344
Foreign Corporate Bonds — 9.5%
Security	Principal Amount (000’s omitted)		Value
Argentina — 0.8%
IRSA Propiedades Comerciales S.A., 8.75%, 3/23/23(8)	USD	1,461	$	1,419,062
YPF S.A.:
4.00% to 1/1/23, 2/12/26(1)(9)	USD	18,233		15,220,710
6.95%, 7/21/27(8)	USD	1,428		938,696
8.50%, 7/28/25(8)	USD	760		581,400
9.00% to 1/1/23, 2/12/26(8)(9)	USD	2,726		2,275,492
Total Argentina			$	20,435,360
Armenia — 0.5%
Ardshinbank CJSC Via Dilijan Finance BV, 6.50%, 1/28/25(8)	USD	13,208	$	12,910,820
Total Armenia			$	12,910,820
Belarus — 0.2%
Eurotorg, LLC Via Bonitron DAC, 9.00%, 10/22/25(8)	USD	3,827	$	3,884,405
Total Belarus			$	3,884,405
Brazil — 1.7%
Braskem America Finance Co., 7.125%, 7/22/41(8)	USD	1,778	$	2,143,432
Braskem Netherlands Finance BV, 5.875%, 1/31/50(8)	USD	6,191		6,755,991
MC Brazil Downstream Trading S.a.r.l., 7.25%, 6/30/31(1)	USD	5,892		5,659,119

2

Security	Principal Amount (000’s omitted)		Value
Natura Cosmeticos S.A., 4.125%, 5/3/28(8)	USD	8,098	$	7,895,550
Odebrecht Offshore Drilling Finance, Ltd., 6.72%, 12/1/22(8)	USD	2,024		2,003,711
Oi Movel S.A., 8.75%, 7/30/26(8)	USD	8,917		9,039,609
Petrobras Global Finance BV, 6.90%, 3/19/49	USD	736		751,150
Vale S.A., 2.762%(10)(11)	BRL	64,850		6,153,114
Total Brazil			$	40,401,676
Bulgaria — 0.5%
Eurohold Bulgaria AD, 6.50%, 12/7/22(8)	EUR	9,718	$	10,809,316
Total Bulgaria			$	10,809,316
China — 0.5%
KWG Group Holdings, Ltd., 7.875%, 9/1/23(8)	USD	2,385	$	1,514,475
Shimao Group Holdings, Ltd., 5.60%, 7/15/26(8)	USD	4,600		2,139,000
Sunac China Holdings, Ltd.:
6.50%, 7/9/23(8)	USD	2,200		1,358,500
8.35%, 4/19/23(8)	USD	3,600		2,304,000
Times China Holdings, Ltd.:
5.55%, 6/4/24(8)	USD	6,284		3,098,012
6.75%, 7/16/23(8)	USD	4,471		2,313,743
Total China			$	12,727,730
Georgia — 0.5%
Georgia Capital JSC:
6.125%, 3/9/24(1)	USD	2,580	$	2,611,605
6.125%, 3/9/24(8)	USD	2,988		3,024,603
Silknet JSC:
8.375%, 1/31/27(8)	USD	3,228		3,264,315
11.00%, 4/2/24(8)	USD	3,388		3,595,972
Total Georgia			$	12,496,495
Honduras — 0.2%
Inversiones Atlantida S.A., 7.50%, 5/19/26(8)	USD	4,625	$	4,709,152
Total Honduras			$	4,709,152
Iceland — 1.2%
Arion Banki HF, 6.00%, 4/12/24(8)	ISK	1,720,000	$	13,913,350
Islandsbanki HF, 6.40%, 10/26/23	ISK	900,000		7,291,347
Landsbankinn HF, 5.00%, 11/23/23(8)	ISK	1,020,000		8,094,312
WOW Air HF:
0.00%(10)(12)(13)	EUR	121		0
0.00%, (3 mo. EURIBOR + 9.00%), 9/24/24(12)(13)	EUR	5,500		0
Total Iceland			$	29,299,009
India — 0.3%
JSW Infrastructure, Ltd., 4.95%, 1/21/29(8)	USD	5,576	$	5,543,721
JSW Steel, Ltd., 5.05%, 4/5/32(8)	USD	2,277		2,110,429
Total India			$	7,654,150

3

Security	Principal Amount (000’s omitted)		Value
Mexico — 0.5%
Alpha Capital, S.A.S. (Debtor-In-Possession Note), 10.00%, 2/5/22(1)(14)	USD	270	$	256,513
Alpha Holding S.A. de CV:
9.00%, 2/10/25(8)(13)	USD	5,879		698,131
10.00%, 12/19/22(8)(13)	USD	2,864		368,769
Braskem Idesa SAPI, 6.99%, 2/20/32(8)	USD	4,630		4,602,058
Grupo Kaltex S.A. de CV, 8.875%, 4/11/22(8)	USD	1,779		1,723,308
Petroleos Mexicanos, 6.75%, 9/21/47	USD	5,400		4,641,516
Total Mexico			$	12,290,295
Moldova — 0.4%
Aragvi Finance International DAC, 8.45%, 4/29/26(8)	USD	8,981	$	9,103,609
Total Moldova			$	9,103,609
Nigeria — 0.3%
IHS Holding, Ltd., 5.625%, 11/29/26(8)	USD	2,750	$	2,781,281
SEPLAT Petroleum Development Co. PLC, 7.75%, 4/1/26(8)	USD	4,892		4,898,115
Total Nigeria			$	7,679,396
Paraguay — 0.3%
Frigorifico Concepcion S.A., 7.70%, 7/21/28(1)	USD	7,075	$	6,972,589
Total Paraguay			$	6,972,589
Peru — 0.1%
PetroTal Corp., 12.00%, 2/16/24(1)(8)	USD	1,265	$	1,328,250
Total Peru			$	1,328,250
Russia — 0.2%
Tinkoff Bank JSC Via TCS Finance, Ltd., 6.00% to 12/20/26(8)(10)(15)	USD	6,161	$	5,628,074
Total Russia			$	5,628,074
South Africa — 0.3%
Petra Diamonds US Treasury PLC, 10.50% PIK, 3/8/26(8)(14)	USD	7,299	$	7,536,105
Total South Africa			$	7,536,105
Turkey — 0.3%
Limak Iskenderun Uluslararasi Liman Isletmeciligi AS, 9.50%, 7/10/36(8)	USD	6,880	$	6,780,515
Total Turkey			$	6,780,515
Uzbekistan — 0.7%
Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV (FMO), 15.00%, 12/8/22(8)	UZS	177,000,000	$	16,403,632
Total Uzbekistan			$	16,403,632
Total Foreign Corporate Bonds (identified cost $244,926,150)			$	229,050,578
Loan Participation Notes — 2.2%
Security	Principal Amount (000’s omitted)		Value
Uzbekistan — 2.2%
Daryo Finance BV (borrower - Uzbek Industrial and Construction Bank ATB), 18.75%, 6/15/23(8)(12)(16)	UZS	294,368,000	$	26,629,847

4

Security	Principal Amount (000’s omitted)		Value
Europe Asia Investment Finance BV (borrower - Joint Stock Commercial Bank “Asaka”), 18.70%, 7/26/23(8)(12)(16)	UZS	290,568,000	$	26,451,147
Total Uzbekistan			$	53,080,994
Total Loan Participation Notes (identified cost $58,117,193)			$	53,080,994
Senior Floating-Rate Loans — 0.4%(17)
Borrower/Description	Principal Amount (000’s omitted)		Value
Argentina — 0.1%
Desa, LLC, Term Loan, 0.188%, 6/30/24(12)(18)	$	1,204	$	865,671
Total Argentina			$	865,671
Mexico — 0.3%
Petroleos Mexicanos, Term Loan, 6/28/24(19)	$	8,171	$	7,885,015
Total Mexico			$	7,885,015
Total Senior Floating-Rate Loans (identified cost $8,919,124)			$	8,750,686
Sovereign Government Bonds — 49.4%
Security	Principal Amount (000’s omitted)		Value
Albania — 0.7%
Albania Government International Bond, 3.50%, 11/23/31(8)	EUR	14,553	$	16,071,352
Total Albania			$	16,071,352
Argentina — 1.3%
Republic of Argentina:
0.50% to 7/9/23, 7/9/30(9)	USD	4,100	$	1,290,190
2.50% to 7/9/22, 7/9/41(9)	USD	80,794		28,995,994
Total Argentina			$	30,286,184
Bahrain — 1.2%
Kingdom of Bahrain:
5.45%, 9/16/32(8)	USD	18,625	$	17,623,720
6.00%, 9/19/44(8)	USD	7,172		6,270,709
7.50%, 9/20/47(8)	USD	4,847		4,729,048
Total Bahrain			$	28,623,477
Barbados — 1.8%
Government of Barbados, 6.50%, 10/1/29(8)	USD	43,780	$	44,108,048
Total Barbados			$	44,108,048
Belarus — 0.5%
Republic of Belarus, 5.875%, 2/24/26(8)	USD	14,016	$	11,771,057
Total Belarus			$	11,771,057
Benin — 1.1%
Benin Government International Bond, 6.875%, 1/19/52(8)	EUR	23,680	$	25,963,601
Total Benin			$	25,963,601

5

Security	Principal Amount (000’s omitted)		Value
Costa Rica — 0.5%
Costa Rica Government International Bond, 9.66%, 9/30/26(8)	CRC	7,043,600	$	12,861,240
Total Costa Rica			$	12,861,240
Croatia — 1.4%
Croatia Government International Bond:
1.125%, 3/4/33(8)	EUR	19,199	$	20,641,651
1.75%, 3/4/41(8)	EUR	10,868		12,035,732
Total Croatia			$	32,677,383
Dominican Republic — 1.0%
Dominican Republic:
6.40%, 6/5/49(8)	USD	11,934	$	11,950,708
6.85%, 1/27/45(8)	USD	11,191		11,783,004
Total Dominican Republic			$	23,733,712
Ecuador — 0.1%
Republic of Ecuador, 0.50% to 7/31/22, 7/31/40(8)(9)	USD	5,728	$	2,892,455
Total Ecuador			$	2,892,455
Egypt — 8.3%
Arab Republic of Egypt:
5.875%, 2/16/31(8)	USD	5,643	$	4,784,023
6.375%, 4/11/31(8)	EUR	33,607		33,288,001
6.588%, 2/21/28(8)	USD	9,053		8,552,342
7.053%, 1/15/32(8)	USD	1,982		1,751,414
7.30%, 9/30/33(8)	USD	6,865		6,012,696
7.60%, 3/1/29(8)	USD	8,373		8,089,206
8.70%, 3/1/49(8)	USD	11,552		9,821,279
Egypt Government Bond:
14.06%, 1/12/26	EGP	478,013		30,202,695
14.483%, 4/6/26	EGP	805,398		51,476,859
14.556%, 10/13/27	EGP	279,103		17,866,428
14.664%, 10/6/30	EGP	443,431		28,484,981
Total Egypt			$	200,329,924
Honduras — 1.1%
Honduras Government International Bond:
5.625%, 6/24/30(8)	USD	21,957	$	21,517,860
6.25%, 1/19/27(8)	USD	3,663		3,672,194
Total Honduras			$	25,190,054
Iceland — 2.3%
Republic of Iceland:
5.00%, 11/15/28	ISK	2,319,313	$	18,678,609
6.50%, 1/24/31	ISK	3,752,922		33,543,726
8.00%, 6/12/25	ISK	323,582		2,819,556
Total Iceland			$	55,041,891
Indonesia — 3.4%
Indonesia Government Bond:
6.50%, 2/15/31	IDR	299,218,000	$	20,846,644
7.50%, 4/15/40	IDR	842,437,000		61,680,306
Total Indonesia			$	82,526,950

6

Security	Principal Amount (000’s omitted)		Value
Ivory Coast — 1.6%
Ivory Coast Government International Bond:
4.875%, 1/30/32(8)	EUR	7,119	$	7,528,530
5.25%, 3/22/30(8)	EUR	16,942		19,096,496
6.625%, 3/22/48(8)	EUR	10,058		10,807,224
6.875%, 10/17/40(8)	EUR	1,643		1,865,764
Total Ivory Coast			$	39,298,014
Lebanon — 0.4%
Lebanese Republic:
6.25%, 11/4/24(8)(13)	USD	11,108	$	1,205,884
6.25%, 6/12/25(8)(13)	USD	7,800		856,206
6.40%, 5/26/23(13)	USD	11,020		1,204,927
6.65%, 4/22/24(8)(13)	USD	13,568		1,482,304
6.65%, 11/3/28(8)(13)	USD	2,923		318,841
6.85%, 5/25/29(13)	USD	9,378		1,018,920
7.00%, 12/3/24(13)	USD	4,878		530,580
7.00%, 3/20/28(8)(13)	USD	13,664		1,398,032
7.15%, 11/20/31(8)(13)	USD	12,224		1,248,682
8.20%, 5/17/33(13)	USD	4,223		429,014
8.25%, 5/17/34(13)	USD	3,507		357,630
Total Lebanon			$	10,051,020
New Zealand — 1.2%
New Zealand Government Bond, 2.50%, 9/20/40(8)(20)	NZD	33,351	$	27,717,060
Total New Zealand			$	27,717,060
Pakistan — 0.1%
Islamic Republic of Pakistan, 8.875%, 4/8/51(8)	USD	3,558	$	3,323,812
Total Pakistan			$	3,323,812
Romania — 1.9%
Romania Government International Bond:
2.625%, 12/2/40(8)	EUR	1,710	$	1,601,736
2.75%, 4/14/41(8)	EUR	4,109		3,870,834
3.375%, 1/28/50(8)	EUR	11,763		11,543,959
4.625%, 4/3/49(8)	EUR	24,951		29,517,564
Total Romania			$	46,534,093
Serbia — 3.7%
Serbia Treasury Bond:
4.50%, 8/20/32	RSD	4,395,300	$	44,608,239
5.875%, 2/8/28	RSD	4,030,890		43,417,225
Total Serbia			$	88,025,464
Suriname — 2.6%
Republic of Suriname:
9.25%, 10/26/26(1)(13)	USD	200	$	152,850
9.25%, 10/26/26(8)(13)	USD	79,896		61,060,518
12.875%, 12/30/23(8)(13)	USD	2,634		2,015,010
Total Suriname			$	63,228,378
Thailand — 2.1%
Thailand Government Bond, 1.25%, 3/12/28(8)(20)	THB	1,704,286	$	51,341,938
Total Thailand			$	51,341,938

7

Security	Principal Amount (000’s omitted)		Value
Ukraine — 10.0%
Ukraine Government International Bond:
1.258%, GDP-Linked, 5/31/40(8)(21)	USD	23,827	$	18,085,885
9.79%, 5/26/27	UAH	1,287,962		34,916,160
12.52%, 5/13/26	UAH	1,605,408		49,930,021
15.84%, 2/26/25	UAH	3,916,509		137,372,237
Total Ukraine			$	240,304,303
Uzbekistan — 0.0%(22)
Republic of Uzbekistan, 14.50%, 11/25/23(8)	UZS	6,120,000	$	582,441
Total Uzbekistan			$	582,441
Zambia — 1.1%
Zambia Government Bond:
11.00%, 1/25/26	ZMW	454,760	$	18,905,289
11.00%, 9/20/26	ZMW	18,560		728,899
11.00%, 12/27/26	ZMW	18,600		713,234
12.00%, 3/22/28	ZMW	36,400		1,325,573
12.00%, 5/31/28	ZMW	11,710		420,478
13.00%, 1/25/31	ZMW	35,620		1,188,177
13.00%, 6/28/31	ZMW	28,040		920,639
13.00%, 9/20/31	ZMW	55,730		1,816,911
13.00%, 12/27/31	ZMW	16,100		520,170
14.00%, 12/5/31	ZMW	2,700		92,657
15.00%, 2/16/27	ZMW	20,160		892,574
Total Zambia			$	27,524,601
Total Sovereign Government Bonds (identified cost $1,261,755,148)			$	1,190,008,452
Sovereign Loans — 6.7%
Borrower	Principal Amount (000’s omitted)		Value
Ivory Coast — 0.2%
Republic of Ivory Coast, Term Loan, 5.75%, (3 mo. EURIBOR + 5.75%), 1/6/28(23)	EUR	5,655	$	6,279,644
Total Ivory Coast			$	6,279,644
Kenya — 1.0%
Government of Kenya:
Term Loan, 6.616%, (6 mo. USD LIBOR + 6.45%), 6/29/25(23)	USD	20,885	$	21,315,828
Term Loan, 6.87%, (6 mo. USD LIBOR + 6.70%), 10/24/24(23)	USD	2,983		3,044,622
Total Kenya			$	24,360,450
Tanzania — 5.5%
Government of the United Republic of Tanzania:
Term Loan, 5.429%, (6 mo. USD LIBOR + 5.20%), 6/23/22(23)	USD	31,436	$	31,877,858
Term Loan, 5.526%, (6 mo. USD LIBOR + 5.20%), 6/23/22(23)	USD	7,257		7,376,835

8

Borrower	Principal Amount (000’s omitted)		Value
Term Loan, 6.454%, (3 mo. USD LIBOR + 6.30%), 4/28/31(23)	USD	92,880	$	92,474,207
Total Tanzania			$	131,728,900
Total Sovereign Loans (identified cost $161,971,884)			$	162,368,994
Common Stocks — 5.4%
Security	Shares		Value
Brazil — 0.8%
Pagseguro Digital, Ltd., Class A(24)		90,400	$	2,044,848
Petroleo Brasileiro S.A. ADR		821,100		10,961,685
StoneCo, Ltd., Class A(24)		125,000		1,947,500
XP, Inc., Class A(24)		110,300		3,674,093
Total Brazil			$	18,628,126
Bulgaria — 0.6%
Eurohold Bulgaria AD(24)		11,361,600	$	15,188,559
Total Bulgaria			$	15,188,559
Cyprus — 0.4%
Bank of Cyprus Holdings PLC(24)		8,424,416	$	10,144,932
Total Cyprus			$	10,144,932
Egypt — 0.2%
Taaleem Management Services Co. SAE(24)		17,865,400	$	5,292,867
Total Egypt			$	5,292,867
Greece — 1.0%
Alpha Services and Holdings S.A.(24)		1,307,900	$	1,979,310
Eurobank Ergasias Services and Holdings S.A.(24)		2,207,700		2,496,914
Hellenic Telecommunications Organization S.A.		227,300		4,418,106
JUMBO S.A.		145,300		2,161,232
Motor Oil (Hellas) Corinth Refineries S.A.		78,100		1,250,723
Mytilineos S.A.		102,500		1,753,425
National Bank of Greece S.A.(24)		460,300		1,811,668
OPAP S.A.		161,100		2,392,812
Piraeus Financial Holdings S.A.(24)		1,909,800		3,213,733
Public Power Corp. S.A.(24)		132,900		1,293,676
Titan Cement International S.A.(24)		6,605		103,338
Total Greece			$	22,874,937
Iceland — 0.7%
Arion Banki HF(1)		3,025,250	$	4,273,740
Eik Fasteignafelag HF(24)		9,249,405		925,647
Eimskipafelag Islands HF		769,259		3,044,227
Hagar HF		2,980,965		1,623,709
Islandsbanki HF(24)		1,701,619		1,641,352
Reginn HF(24)		4,450,968		1,136,830
Reitir Fasteignafelag HF		2,707,483		1,857,978
Siminn HF		12,984,530		1,235,780
Total Iceland			$	15,739,263

9

Security	Shares		Value
Indonesia — 0.5%
Allo Bank Indonesia Tbk PT(24)		701,500	$	272,534
Astra International Tbk PT		1,947,300		745,284
Bank Central Asia Tbk PT		5,806,800		3,088,620
Bank Jago Tbk PT(24)		566,200		647,308
Bank Mandiri Persero Tbk PT		2,076,400		1,088,051
Bank Negara Indonesia Persero Tbk PT		859,000		440,877
Bank Rakyat Indonesia Persero Tbk PT		7,060,500		2,009,668
Bayan Resources Tbk PT		101,000		258,829
Chandra Asri Petrochemical Tbk PT		769,100		473,010
Charoen Pokphand Indonesia Tbk PT		788,700		346,557
Elang Mahkota Teknologi Tbk PT(24)		2,359,200		295,814
Merdeka Copper Gold Tbk PT(24)		1,125,800		287,803
Telkom Indonesia Persero Tbk PT		4,930,900		1,444,140
Unilever Indonesia Tbk PT		1,342,700		377,636
United Tractors Tbk PT		171,300		276,965
Total Indonesia			$	12,053,096
Japan — 0.2%
Mizuho Financial Group, Inc.		112,700	$	1,526,634
SBI Holdings, Inc.		18,800		484,961
Sumitomo Mitsui Financial Group, Inc.		41,800		1,505,676
Tokio Marine Holdings, Inc.		25,600		1,527,646
Total Japan			$	5,044,917
United Kingdom — 0.0%(22)
Tesnik Cuatro, Ltd.(12)		584,285	$	400,060
Total United Kingdom			$	400,060
Vietnam — 1.0%
Bank for Foreign Trade of Vietnam JSC		513,602	$	2,021,142
Binh Minh Plastics JSC		62,700		170,625
Coteccons Construction JSC		205,470		908,330
Ho Chi Minh City Infrastructure Investment JSC(24)		1,200,300		1,489,232
Hoa Phat Group JSC		1,703,870		3,202,526
KIDO Group Corp.		52,690		127,027
Masan Group Corp.		192,500		1,222,335
Mobile World Investment Corp.		558,000		3,492,735
Refrigeration Electrical Engineering Corp.(24)		602,660		1,964,432
SSI Securities Corp.		388,188		782,078
Vietnam Dairy Products JSC		488,096		1,798,409
Vietnam Prosperity JSC Bank(24)		1,227,913		2,005,521
Vietnam Technological & Commercial Joint Stock Bank(24)		921,400		2,171,806
Vingroup JSC(24)		634,652		2,734,983
Total Vietnam			$	24,091,181
Total Common Stocks (identified cost $128,572,849)			$	129,457,938

10

Reinsurance Side Cars — 1.0%
Security	Principal Amount/ Shares		Value
Eden Re II, Ltd., 0.00%, 3/20/26(1)(12)(25)	$	2,200,000	$	2,208,580
Eden Re II, Ltd., Series 2021A, 0.00%, 3/21/25(1)(12)(25)	$	2,130,000		1,640,100
Eden Re II, Ltd., Series 2022B, 0.00%, 3/20/26(1)(12)(25)	$	4,900,000		4,919,600
Mt. Logan Re Ltd., Series A-1(12)(24)(25)(26)		8,600		8,000,291
Sussex Capital, Ltd., Designated Investment Series 14, 12/21(12)(24)(25)(26)		1,114		1,107,140
Sussex Capital, Ltd., Series 14, Preference Shares(12)(24)(25)(26)		7,500		6,331,480
Total Reinsurance Side Cars (identified cost $25,330,000)			$	24,207,191
Warrants — 0.0%(22)
Security	Shares		Value
IRSA Inversiones y Representaciones S.A., Exp. 3/5/26(24)		383,780	$	77,773
Total Warrants (identified cost $0)			$	77,773
Short-Term Investments — 11.0%
Affiliated Fund — 5.2%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.08%(27)		124,723,706	$	124,711,233
Total Affiliated Fund (identified cost $124,711,233)			$	124,711,233
Repurchase Agreements — 3.5%
Description	Principal Amount (000’s omitted)		Value
Barclays Bank PLC:
Dated 10/25/21 with an interest rate of 0.25% payable by the Portfolio, collateralized by $1,068,000 Peruvian Government International Bond, 5.625%, due 11/18/50 and a market value, including accrued interest, of $1,421,184(28)	$	1,501	$	1,500,704
Dated 11/12/21 with an interest rate of 0.20% payable by the Portfolio, collateralized by $580,000 Corp. Nacional del Cobre de Chile, 4.375%, due 2/5/49 and a market value, including accrued interest, of $628,608(28)		674		674,250
Dated 12/8/21 with an interest rate of 0.50% payable by the Portfolio, collateralized by $1,423,000 Peruvian Government International Bond, 3.55%, due 3/10/51 and a market value, including accrued interest, of $1,391,842(28)		1,487		1,486,916

11

Description	Principal Amount (000’s omitted)		Value
Dated 1/13/22 with an interest rate of 0.65% payable by the Portfolio, collateralized by $3,008,000 Country Garden Holdings Co., Ltd., 7.25%, due 4/8/26 and a market value, including accrued interest, of $2,685,413(28)	$	2,610	$	2,609,506
Dated 1/24/22 with an interest rate of 1.50% payable by the Portfolio, collateralized by $1,959,000 Country Garden Holdings Co., Ltd., 3.125%, due 10/22/25 and a market value, including accrued interest, of $1,593,830(28)		1,663		1,663,217
Dated 1/24/22 with an interest rate of 1.50% payable by the Portfolio, collateralized by $2,944,000 Country Garden Holdings Co., Ltd., 2.70%, due 7/12/26 and a market value, including accrued interest, of $2,340,259(28)		2,412		2,412,446
JPMorgan Chase Bank, N.A.:
Dated 1/10/22 with an interest rate of 0.10% payable by the Portfolio, collateralized by $4,906,000 Qatar Government International Bond, 4.817%, due 3/14/49 and a market value, including accrued interest, of $6,237,765(28)		6,562		6,561,624
Nomura International PLC:
Dated 12/14/21 with an interest rate of 0.25% payable by the Portfolio, collateralized by $13,240,000 Peruvian Government International Bond, 5.625%, due 11/18/50 and a market value, including accrued interest, of $17,618,418(28)		20,291		20,290,833
Dated 12/14/21 with an interest rate of 0.15% payable by the Portfolio, collateralized by $6,696,000 Corp. Nacional del Cobre de Chile, 4.375%, due 2/5/49 and a market value, including accrued interest, of $7,257,177(28)		8,462		8,462,140
Dated 12/17/21 with an interest rate of 0.25% payable by the Portfolio, collateralized by $14,656,000 Qatar Government International Bond, 4.817%, due 3/14/49 and a market value, including accrued interest, of $18,634,464(28)		20,506		20,505,576
Dated 1/18/22 with an interest rate of 0.15% payable by the Portfolio, collateralized by $6,833,000 Corp. Nacional del Cobre de Chile, 4.375%, due 2/5/49 and a market value, including accrued interest, of $7,405,658(28)		8,037		8,037,316
Dated 1/18/22 with an interest rate of 0.30% payable by the Portfolio, collateralized by $7,563,000 Peruvian Government International Bond, 5.625%, due 11/18/50 and a market value, including accrued interest, of $10,064,056(28)	USD	10,947		10,947,443
Total Repurchase Agreements (identified cost $85,151,971)			$	85,151,971
U.S. Treasury Obligations — 2.3%
Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bill:
0.00%, 2/10/22(29)	$	43,130	$	43,129,701
0.00%, 3/3/22(29)		11,870		11,869,703
Total U.S. Treasury Obligations (identified cost $54,999,220)			$	54,999,404
Total Short-Term Investments (identified cost $264,862,424)			$	264,862,608

12

				Value
Total Purchased Options and Swaptions — 0.0%(22) (identified cost $5,471,863)				$	484,656
Total Investments — 89.3% (identified cost $2,280,775,097)				$	2,152,869,474
Securities Sold Short — (3.5)%
Common Stocks — (0.3)%
Security	Shares			Value
New Zealand — (0.3)%
a2 Milk Co., Ltd. (The)(24)		(142,600	)	$	(525,838	)
Auckland International Airport, Ltd.(24)		(228,900	)		(1,086,564	)
Contact Energy, Ltd.		(148,300	)		(768,748	)
Fisher & Paykel Healthcare Corp., Ltd.		(110,600	)		(2,034,877	)
Fletcher Building, Ltd.		(156,500	)		(665,606	)
Infratil, Ltd.		(136,700	)		(682,218	)
Mainfreight, Ltd.		(16,200	)		(893,949	)
Meridian Energy, Ltd.		(234,300	)		(675,385	)
Ryman Healthcare, Ltd.		(66,067	)		(432,001	)
Spark New Zealand, Ltd.		(354,900	)		(1,014,351	)
Total New Zealand				$	(8,779,537	)
Total Common Stocks (proceeds $9,270,479)				$	(8,779,537	)
Foreign Corporate Bonds — (0.9)%
Security	Principal Amount (000’s omitted)			Value
Chile — (0.6)%
Corp. Nacional del Cobre de Chile, 4.375%, 2/5/49(8)	USD	(14,109	)	$	(14,989,668	)
Total Chile				$	(14,989,668	)
China — (0.3)%
Country Garden Holdings Co., Ltd.:
2.70%, 7/12/26(8)	USD	(2,944	)	$	(2,296,320	)
3.125%, 10/22/25(8)	USD	(1,959	)		(1,576,995	)
7.25%, 4/8/26(8)	USD	(3,008	)		(2,616,960	)
Total China				$	(6,490,275	)
Total Foreign Corporate Bonds (proceeds $23,694,074)				$	(21,479,943	)

13

Sovereign Government Bonds — (2.3)%
Security	Principal Amount (000’s omitted)			Value
Peru — (1.3)%
Peruvian Government International Bond:
3.55%, 3/10/51	USD	(1,423	)	$	(1,372,057	)
5.625%, 11/18/50	USD	(21,871	)		(28,854,191	)
Total Peru				$	(30,226,248	)
Qatar — (1.0)%
Qatar Government International Bond, 4.817%, 3/14/49(8)	USD	(19,562	)	$	(24,513,631	)
Total Qatar				$	(24,513,631	)
Total Sovereign Government Bonds (proceeds $56,634,072)				$	(54,739,879	)
Total Securities Sold Short (proceeds $89,598,625)				$	(84,999,359	)
Other Assets, Less Liabilities — 14.2%				$	342,917,854
Net Assets — 100.0%				$	2,410,787,969

The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets.

(1) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2022, the aggregate value of these securities is $96,496,994 or 4.0% of the Portfolio’s net assets.

(2) Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2022.

(3) Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated.

(4) Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at January 31, 2022.

(5) Interest only security that entitles the holder to receive only a portion of the interest payments on the underlying loans. Principal amount shown is the notional amount of the underlying loans on which coupon interest is calculated.

(6) Securities comprise a trust that is wholly-owned by the Portfolio and may only be sold on a pro-rata basis with all securities in the trust.

(7) The stated interest rate represents the weighted average fixed interest rate at January 31, 2022 of all interest only securities comprising the certificate.

(8) Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2022, the aggregate value of these securities is $743,626,289 or 30.8% of the Portfolio’s net assets.

(9) Step coupon security. Interest rate represents the rate in effect at January 31, 2022.

14

(10) Perpetual security with no stated maturity date but may be subject to calls by the issuer.

(11) Variable rate security whose coupon rate is linked to the issuer’s mining activities revenue. The coupon rate shown represents the rate in effect at January 31, 2022.

(12) For fair value measurement disclosure purposes, security is categorized as Level 3.

(13) Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

(14) Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion.

(15) Security converts to variable rate after the indicated fixed-rate coupon period.

(16) Limited recourse note whose payments by the issuer are limited to amounts received by the issuer from the borrower pursuant to a loan agreement with the borrower.

(17) Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”). Base lending rates may be subject to a floor, or minimum rate. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

(18) Fixed-rate loan.

(19) This Senior Loan will settle after January 31, 2022, at which time the interest rate will be determined.

(20) Inflation-linked security whose principal is adjusted for inflation based on changes in a designated inflation index or inflation rate for the applicable country. Interest is calculated based on the inflation-adjusted principal.

(21) Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine’s GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment.

(22) Amount is less than 0.05%.

(23) Variable rate security. The stated interest rate represents the rate in effect at January 31, 2022.

(24) Non-income producing security.

(25) Security is subject to risk of loss depending on the occurrence, frequency and severity of the loss events that are covered by underlying reinsurance contracts and that may occur during a specified risk period.

(26) Restricted security.

(27) Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of January 31, 2022.

(28) Open repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

(29) Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

15

Purchased Interest Rate Swaptions — 0.0%(22)
Description	Counterparty	Notional                  Amount		Expiration Date		Value
Option to enter into interest rate swap expiring 2/10/27 to pay 3-month ZAR-JIBAR and receive 5.88%	Goldman Sachs International	ZAR	921,190,000		2/10/22	$	1
Option to enter into interest rate swap expiring 2/16/27 to pay 3-month ZAR-JIBAR and receive 6.18%	Bank of America, N.A.	ZAR	243,850,000		2/16/22		392
Option to enter into interest rate swap expiring 2/21/27 to pay 3-month ZAR-JIBAR and receive 6.47%	Bank of America, N.A.	ZAR	243,850,000		2/21/22		13,925
Option to enter into interest rate swap expiring 2/23/27 to pay 3-month ZAR-JIBAR and receive 6.47%	Goldman Sachs International	ZAR	186,950,000		2/23/22		11,674
Option to enter into interest rate swap expiring 2/23/27 to pay 3-month ZAR-JIBAR and receive 6.54%	Bank of America, N.A.	ZAR	243,850,000		2/23/22		24,592
Total						$	50,584

Purchased Call Options — 0.0%⁽²²⁾

Description	Counterparty	Notional Amount		Spread			Expiration Date		Value
2-year 10 Constant Maturity Swap Curve Cap	Bank of America, N.A.	USD	1,221,400,000		1.06	%		12/19/22	$	296,764
2-year 10 Constant Maturity Swap Curve Cap	Bank of America, N.A.	USD	596,500,000		1.09			1/4/23		137,308
Total									$	434,072

Centrally Cleared Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold		Settlement Date		Value/Unrealized Appreciation (Depreciation)
BRL	15,587,549	USD	2,740,331		2/2/22	$	195,122
BRL	13,700,000	USD	2,396,177		2/2/22		183,812
BRL	4,100,000	USD	721,949		2/2/22		50,164
BRL	2,800,000	USD	491,106		2/2/22		36,191
BRL	10,800,000	USD	2,015,903		2/2/22		17,957
BRL	9,200,000	USD	1,717,251		2/2/22		15,297
BRL	6,987,549	USD	1,304,280		2/2/22		11,618
BRL	5,600,000	USD	1,045,283		2/2/22		9,311
BRL	2,100,000	USD	391,981		2/2/22		3,492
BRL	1,500,000	USD	279,987		2/2/22		2,494
USD	278,482	BRL	1,500,000		2/2/22		(3,998	)
USD	522,642	BRL	2,800,000		2/2/22		(4,655	)
USD	765,297	BRL	4,100,000		2/2/22		(6,817	)
USD	387,043	BRL	2,100,000		2/2/22		(8,430	)

16

Currency Purchased		Currency Sold		Settlement Date		Value/Unrealized Appreciation (Depreciation)
USD	1,297,010	BRL	6,987,549		2/2/22	$	(18,887	)
USD	1,033,783	BRL	5,600,000		2/2/22		(20,812	)
USD	2,557,211	BRL	13,700,000		2/2/22		(22,778	)
USD	2,909,536	BRL	15,587,549		2/2/22		(25,917	)
USD	1,693,823	BRL	9,200,000		2/2/22		(38,724	)
USD	1,988,950	BRL	10,800,000		2/2/22		(44,910	)
INR	923,370,000	USD	12,307,005		2/3/22		65,799
NZD	69,653,889	USD	45,679,020		2/3/22		152,696
NZD	5,788,722	USD	3,888,574		2/3/22		(79,640	)
PHP	1,003,020	USD	19,744		2/3/22		(68	)
USD	12,315,557	INR	923,370,000		2/3/22		(57,247	)
USD	49,869,189	NZD	69,653,889		2/3/22		4,037,473
USD	3,796,244	NZD	5,788,722		2/3/22		(12,690	)
USD	19,693	PHP	1,000,400		2/3/22		68
RUB	95,500,000	USD	1,302,002		2/8/22		(68,778	)
RUB	248,898,071	USD	3,408,372		2/8/22		(194,267	)
RUB	138,600,000	USD	1,888,168		2/9/22		(98,939	)
RUB	207,863,962	USD	2,837,582		2/9/22		(154,204	)
RUB	249,500,000	USD	3,407,769		2/9/22		(186,900	)
RUB	249,500,000	USD	3,408,624		2/9/22		(187,754	)
RUB	1,214,313,153	USD	16,553,665		2/9/22		(877,738	)
AUD	43,775,671	USD	32,392,946		2/10/22		(1,440,548	)
INR	352,029,400	USD	4,695,604		2/10/22		18,581
INR	153,485,000	USD	2,047,149		2/10/22		8,238
INR	9,956,300	USD	132,795		2/10/22		534
RUB	3,810,000,000	USD	51,064,583		2/10/22		(1,895,566	)
RUB	19,600,000	USD	258,717		2/16/22		(6,248	)
RUB	385,200,000	USD	5,089,987		2/16/22		(128,203	)
RUB	414,800,000	USD	5,492,854		2/16/22		(149,791	)
RUB	665,200,000	USD	9,017,802		2/16/22		(449,323	)
RUB	1,311,640,000	USD	17,617,257		2/17/22		(727,224	)
AUD	76,800,000	USD	56,040,192		2/22/22		(1,735,093	)
NOK	60,430,000	USD	6,850,076		2/22/22		(58,001	)
NZD	23,478	USD	16,405		2/22/22		(961	)
NZD	24,495,449	USD	17,115,705		2/22/22		(1,002,452	)
USD	25,539,150	AUD	35,000,000		2/22/22		790,733
USD	18,081	IDR	259,481,143		2/22/22		21
USD	7,217	IDR	103,698,938		2/22/22		(1	)
USD	124,306	IDR	1,790,379,229		2/22/22		(301	)
USD	1,339,946	IDR	19,304,601,091		2/22/22		(3,615	)
USD	22,792,169	NZD	32,619,423		2/22/22		1,334,917
USD	6,899,713	ZAR	109,635,058		2/23/22		(212,597	)
IDR	14,033,121,181	USD	976,965		2/25/22		(141	)
USD	19,788,148	ZAR	315,719,901		2/25/22		(687,627	)
PEN	29,100,000	USD	7,570,239		2/28/22		(26,368	)
USD	67,395,239	PHP	3,425,700,000		2/28/22		456,102
BRL	15,800,000	USD	2,746,376		3/3/22		207,807
BRL	10,800,000	USD	1,975,164		3/3/22		44,151

17

Currency Purchased		Currency Sold		Settlement Date		Value/Unrealized Appreciation (Depreciation)
BRL	5,600,000	USD	1,026,606		3/3/22	$	20,447
BRL	2,100,000	USD	384,339		3/3/22		8,305
BRL	1,500,000	USD	276,532		3/3/22		3,928
INR	1,226,176,000	USD	16,197,493		3/7/22		180,564
CLP	522,545,000	USD	615,121		3/8/22		34,517
CLP	245,200,000	USD	289,591		3/8/22		15,246
INR	253,254,000	USD	3,335,159		3/8/22		46,995
PEN	13,675,168	USD	3,335,936		3/9/22		207,081
PEN	17,340,000	USD	4,496,107		3/9/22		(3,591	)
USD	6,929,086	ZAR	111,516,714		3/9/22		(290,874	)
COP	1,567,000,000	USD	384,939		3/10/22		10,264
COP	9,584,686,118	USD	2,408,340		3/10/22		8,957
COP	9,812,243,882	USD	2,466,588		3/10/22		8,099
PEN	27,592,829	USD	6,714,564		3/10/22		433,818
USD	731,830	PEN	2,920,000		3/10/22		(24,645	)
KRW	25,750,000,000	USD	21,447,431		3/14/22		(111,492	)
KRW	23,329,006,606	USD	19,773,855		3/14/22		(443,904	)
ZAR	142,692,000	USD	8,855,981		3/14/22		375,744
CLP	2,512,000,000	USD	2,928,323		3/15/22		191,666
CLP	1,883,800,000	USD	2,194,088		3/15/22		145,655
RUB	87,000,000	USD	1,159,892		3/15/22		(47,713	)
RUB	259,200,000	USD	3,458,324		3/15/22		(144,797	)
RUB	270,300,000	USD	3,605,029		3/15/22		(149,603	)
RUB	660,065,002	USD	8,793,034		3/15/22		(354,982	)
COP	7,556,300,000	USD	1,899,432		3/16/22		4,944
COP	8,551,070,000	USD	2,154,805		3/16/22		277
EUR	726,204	USD	821,319		3/16/22		(4,710	)
EUR	5,500,000	USD	6,220,373		3/16/22		(35,670	)
EUR	6,300,000	USD	7,125,154		3/16/22		(40,859	)
EUR	7,826,434	USD	8,851,515		3/16/22		(50,758	)
EUR	8,040,000	USD	9,093,054		3/16/22		(52,143	)
EUR	10,565,000	USD	11,948,770		3/16/22		(68,519	)
EUR	14,256,010	USD	16,123,217		3/16/22		(92,457	)
EUR	24,283,052	USD	27,463,569		3/16/22		(157,488	)
EUR	92,058,945	USD	104,116,534		3/16/22		(597,048	)
EUR	128,613,034	USD	145,458,363		3/16/22		(834,119	)
RUB	101,600,000	USD	1,352,814		3/16/22		(54,315	)
RUB	169,100,000	USD	2,255,689		3/16/22		(94,506	)
RUB	201,100,000	USD	2,683,240		3/16/22		(113,081	)
RUB	233,324,688	USD	3,109,972		3/16/22		(127,965	)
USD	205,929,162	EUR	182,080,795		3/16/22		1,180,884
USD	200,430,788	EUR	177,219,180		3/16/22		1,149,354
USD	86,214,056	EUR	76,229,728		3/16/22		494,387
USD	82,908,080	EUR	73,306,611		3/16/22		475,430
USD	79,394,574	EUR	70,200,000		3/16/22		455,282
USD	71,703,932	EUR	63,400,000		3/16/22		411,180
USD	56,459,570	EUR	49,921,066		3/16/22		323,763
USD	35,194,500	EUR	31,118,674		3/16/22		201,820
USD	35,122,738	EUR	31,055,223		3/16/22		201,408

18

Currency Purchased		Currency Sold			Settlement Date		Value/Unrealized Appreciation (Depreciation)
USD	34,528,723		EUR	30,530,000		3/16/22	$	198,002
USD	28,649,400		EUR	25,331,553		3/16/22		164,288
USD	16,906,777		EUR	14,948,827		3/16/22		96,951
USD	16,416,835		EUR	14,515,624		3/16/22		94,141
USD	16,121,623		EUR	14,254,600		3/16/22		92,448
USD	10,433,801		EUR	9,225,477		3/16/22		59,832
USD	8,588,600		EUR	7,593,967		3/16/22		49,251
USD	6,672,763		EUR	5,900,000		3/16/22		38,264
USD	6,220,373		EUR	5,500,000		3/16/22		35,670
USD	394,151		EUR	348,505		3/16/22		2,260
USD	3,165,959		ZAR	51,293,286		3/16/22		(151,604	)
CLP	2,616,855,000		USD	3,040,734		3/17/22		208,603
RUB	87,100,000		USD	1,159,785		3/17/22		(46,879	)
RUB	87,000,000		USD	1,159,120		3/17/22		(47,492	)
RUB	91,773,813		USD	1,223,559		3/17/22		(50,933	)
USD	9,119,809		ZAR	149,656,315		3/18/22		(556,933	)
AUD	11,000,000		USD	7,945,608		3/21/22		(166,332	)
AUD	32,800,000		USD	23,692,358		3/21/22		(495,973	)
NZD	132,924		USD	87,613		3/21/22		(219	)
NZD	2,837,019		USD	1,895,498		3/21/22		(30,234	)
NZD	5,000,000		USD	3,359,225		3/21/22		(71,861	)
NZD	11,400,000		USD	7,750,974		3/21/22		(255,783	)
USD	25,632,607		NZD	37,700,000		3/21/22		845,880
RUB	217,800,000		USD	2,900,728		3/23/22		(121,949	)
USD	5,146,687		RUB	390,000,000		3/23/22		170,913
ZAR	360,709,117		USD	21,976,368		3/25/22		1,323,617
PEN	14,500,000		USD	3,760,373		3/31/22		(9,164	)
BRL	9,200,000		USD	1,667,513		4/4/22		37,359
USD	4,952,458		ZAR	79,571,149		4/4/22		(180,085	)
USD	38,379,777		ZAR	614,325,896		4/6/22		(1,234,811	)
USD	13,107,005		ZAR	213,500,000		4/7/22		(658,555	)
PEN	19,192,003		USD	4,805,810		4/11/22		154,870
PEN	12,280,000		USD	3,073,073		4/11/22		101,017
PEN	11,110,000		USD	2,778,889		4/11/22		92,783
PEN	9,950,000		USD	2,487,811		4/11/22		84,029
USD	16,412,349		ZAR	263,410,000		4/11/22		(561,761	)
RUB	156,300,000		USD	2,042,112		4/14/22		(59,706	)
RUB	544,860,574		USD	7,117,569		4/14/22		(206,915	)
IDR	685,685,039,882		USD	47,590,577		4/18/22		(34,910	)
USD	49,179,474		IDR	708,577,865,950		4/18/22		36,075
USD	5,166,645		JPY	587,995,200		4/18/22		52,618
KRW	28,851,993,394		USD	24,173,259		4/21/22		(278,758	)
KRW	16,245,500,000		USD	13,586,375		4/25/22		(132,517	)
USD	5,971,768		IDR	86,202,473,637		4/26/22		(1,836	)
USD	4,671,679		IDR	67,573,503,685		4/26/22		(10,986	)
USD	30,800,897		NZD	45,976,292		4/26/22		596,416
USD	5,012,724		NZD	7,482,459		4/26/22		97,064

19

Currency Purchased		Currency Sold				Settlement Date				Value/Unrealized Appreciation (Depreciation)
CLP	5,813,600,000		USD	7,156,433			4/27/22			$	16,897
CLP	906,440,000		USD	1,120,289			4/27/22				(1,843	)
CLP	921,600,000		USD	1,140,267			4/27/22				(3,116	)
PEN	4,400,000		USD	1,138,569			4/27/22				(2,866	)
PEN	19,500,000		USD	5,044,234			4/28/22				(11,447	)
INR	923,370,000		USD	12,165,452			5/2/22				66,234
NZD	5,788,722		USD	3,789,564			5/2/22				12,856
USD	45,598,640		NZD	69,653,889			5/2/22				(154,696	)
BRL	12,200,000		USD	2,186,717			5/3/22				56,756
BRL	12,400,000		USD	2,223,812			5/3/22				56,438
BRL	13,540,000		USD	2,438,322			5/3/22				51,565
BRL	7,700,000		USD	1,382,942			5/3/22				33,020
BRL	6,987,549		USD	1,266,933			5/3/22				18,016
										$	(896,890	)
Forward Foreign Currency Exchange Contracts
Currency Purchased		Currency Sold			Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
AED	159,291,500		USD	43,368,818	BNP Paribas		2/3/22	$	—	$	(1,177	)
USD	43,217,150		AED	159,291,500	BNP Paribas		2/3/22		—		(150,491	)
EUR	2,800,291		PLN	13,000,000	UBS AG		2/4/22		—		(39,250	)
EUR	2,141,997		USD	2,424,167	Bank of America, N.A.		2/4/22		—		(17,644	)
EUR	6,548,981		USD	7,469,508	Standard Chartered Bank		2/4/22		—		(111,762	)
EUR	5,201,167		USD	5,956,601	Standard Chartered Bank		2/4/22		—		(113,116	)
EUR	13,811,119		USD	15,704,339	Standard Chartered Bank		2/4/22		—		(187,617	)
PLN	17,882,569		EUR	3,859,834	Bank of America, N.A.		2/4/22		45,225		—
PLN	17,879,524		EUR	3,859,899	Citibank, N.A.		2/4/22		44,405		—
PLN	17,882,568		EUR	3,858,857	HSBC Bank USA, N.A.		2/4/22		46,322		—
PLN	119,400,000		EUR	25,784,995	Standard Chartered Bank		2/4/22		287,021		—
PLN	75,956,339		EUR	16,404,902	Standard Chartered Bank		2/4/22		180,599		—
PLN	23,800,000		EUR	5,140,289	Standard Chartered Bank		2/4/22		56,576		—
PLN	11,500,000		EUR	2,420,594	UBS AG		2/4/22		98,296		—
USD	249,547		EUR	220,500	Bank of America, N.A.		2/4/22		1,816		—
USD	4,172,777		EUR	3,683,562	Standard Chartered Bank		2/4/22		34,313		—
USD	476,581		EUR	419,127	Standard Chartered Bank		2/4/22		5,694		—
USD	335,757		EUR	297,000	Standard Chartered Bank		2/4/22		2,079		—
USD	9,937,764		UAH	277,840,000	Goldman Sachs International		2/7/22		168,031		—
EGP	212,500,000		USD	13,178,295	Goldman Sachs International		2/8/22		326,533		—
KES	643,630,000		USD	5,449,873	Standard Chartered Bank		2/8/22		209,786		—
USD	5,665,757		KES	643,630,000	Standard Chartered Bank		2/8/22		6,098		—
MYR	52,560,420		USD	12,615,005	Goldman Sachs International		2/9/22		—		(54,747	)
USD	1,040,120		UYU	46,199,000	HSBC Bank USA, N.A.		2/9/22		—		(6,201	)
USD	1,581,863		UYU	71,100,000	HSBC Bank USA, N.A.		2/9/22		—		(28,419	)
UYU	117,299,000		USD	2,594,307	HSBC Bank USA, N.A.		2/9/22		62,296		—
USD	6,483,991		UAH	174,160,000	Bank of America, N.A.		2/10/22		369,206		—
USD	16,103,012		UAH	433,010,000	Goldman Sachs International		2/10/22		899,963		—

20

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
EUR	1,085,373	HUF	400,000,000	Citibank, N.A.		2/14/22	$	—	$	(42,893	)
EUR	1,346,524	HUF	497,600,000	Goldman Sachs International		2/14/22		—		(57,493	)
HUF	753,000,000	EUR	2,064,697	Bank of America, N.A.		2/14/22		56,605		—
HUF	575,000,000	EUR	1,576,971	Bank of America, N.A.		2/14/22		42,838		—
HUF	5,384,000,000	EUR	14,789,340	Citibank, N.A.		2/14/22		374,817		—
HUF	2,480,000,000	EUR	6,812,326	Citibank, N.A.		2/14/22		172,650		—
HUF	1,033,000,000	EUR	2,757,715	Citibank, N.A.		2/14/22		161,630		—
HUF	720,600,000	EUR	1,981,774	Citibank, N.A.		2/14/22		47,521		—
HUF	576,400,000	EUR	1,585,340	Citibank, N.A.		2/14/22		37,854		—
HUF	5,096,000,000	EUR	13,967,001	Standard Chartered Bank		2/14/22		389,861		—
HUF	753,000,000	EUR	2,066,715	Standard Chartered Bank		2/14/22		54,338		—
HUF	925,800,000	EUR	2,510,814	UBS AG		2/14/22		100,715		—
USD	10,311,159	GBP	7,600,000	Standard Chartered Bank		2/14/22		90,710		—
ZAR	25,400,000	USD	1,602,737	Standard Chartered Bank		2/15/22		46,893		—
ZAR	24,600,000	USD	1,553,678	Standard Chartered Bank		2/15/22		43,995		—
USD	3,051,192	ZAR	47,200,000	Standard Chartered Bank		2/17/22		—		(13,395	)
USD	15,583,493	ZAR	240,607,935	Standard Chartered Bank		2/17/22		—		(38,625	)
USD	6,473,700	ZAR	104,000,000	Standard Chartered Bank		2/17/22		—		(278,780	)
CZK	299,500,000	EUR	11,776,849	Standard Chartered Bank		2/18/22		568,968		—
CZK	286,500,000	EUR	11,270,632	Standard Chartered Bank		2/18/22		538,692		—
CZK	100,500,000	EUR	3,955,214	Standard Chartered Bank		2/18/22		187,121		—
CZK	84,000,000	EUR	3,302,799	Standard Chartered Bank		2/18/22		159,828		—
CZK	51,400,000	EUR	2,021,741	Standard Chartered Bank		2/18/22		96,966		—
EUR	1,385,924	CZK	35,100,000	Deutsche Bank AG		2/18/22		—		(60,238	)
THB	475,855,584	USD	14,565,967	Standard Chartered Bank		2/18/22		—		(275,271	)
UAH	38,310,000	USD	1,366,750	Goldman Sachs International		2/18/22		—		(27,065	)
USD	65,005,543	CNH	413,980,000	UBS AG		2/18/22		84,016		—
USD	50,387,314	THB	1,646,103,146	Standard Chartered Bank		2/18/22		952,231		—
AED	137,000,000	USD	37,299,972	BNP Paribas		2/22/22		—		(1,262	)
CAD	6,600,000	USD	5,237,696	Bank of America, N.A.		2/22/22		—		(45,598	)
CAD	8,200,000	USD	6,504,655	Bank of America, N.A.		2/22/22		—		(53,866	)
CZK	47,800,000	EUR	1,864,817	Bank of America, N.A.		2/22/22		106,240		—
CZK	140,300,000	EUR	5,524,478	Standard Chartered Bank		2/22/22		254,549		—
CZK	99,900,000	EUR	3,931,842	Standard Chartered Bank		2/22/22		183,316		—
CZK	83,100,000	EUR	3,270,217	Standard Chartered Bank		2/22/22		152,954		—
EGP	314,980,000	USD	19,548,798	Goldman Sachs International		2/22/22		394,580		—
EUR	4,318,341	CZK	106,000,000	Standard Chartered Bank		2/22/22		—		(29,953	)
USD	42,719,148	AED	157,394,000	BNP Paribas		2/22/22		—		(131,898	)
USD	19,404,125	OMR	7,620,000	Standard Chartered Bank		2/22/22		—		(395,184	)
USD	38,900,204	OMR	15,280,000	Standard Chartered Bank		2/22/22		—		(802,349	)
HUF	2,293,114,637	EUR	6,152,111	BNP Paribas		2/23/22		316,671		—
HUF	1,897,400,000	EUR	5,087,860	BNP Paribas		2/23/22		264,950		—
HUF	1,569,200,000	EUR	4,213,344	HSBC Bank USA, N.A.		2/23/22		212,884		—
HUF	1,570,600,000	EUR	4,218,814	HSBC Bank USA, N.A.		2/23/22		211,151		—
HUF	1,047,600,000	EUR	2,812,581	HSBC Bank USA, N.A.		2/23/22		142,406		—
HUF	5,223,900,000	EUR	14,014,787	Standard Chartered Bank		2/23/22		721,648		—
HUF	1,021,400,000	EUR	2,745,567	UBS AG		2/23/22		135,105		—
KES	705,380,000	USD	6,044,387	ICBC Standard Bank plc		2/23/22		139,264		—
KES	352,994,000	USD	3,022,209	ICBC Standard Bank plc		2/23/22		72,282		—
IDR	174,190,768,819	USD	12,128,705	Standard Chartered Bank		2/25/22		—		(3,553	)
UGX	68,235,820,000	USD	17,116,380	Standard Chartered Bank		2/28/22		2,223,480		—
EGP	100,940,000	USD	6,236,639	Goldman Sachs International		3/2/22		140,990		—

21

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
EGP	100,717,500	USD	6,234,448	Goldman Sachs International		3/2/22	$	129,123	$	—
EUR	3,911,055	HUF	1,400,000,000	Standard Chartered Bank		3/2/22		—		(15,258	)
EUR	3,908,945	HUF	1,400,000,000	Standard Chartered Bank		3/2/22		—		(17,629	)
HUF	464,600,000	EUR	1,248,915	Bank of America, N.A.		3/2/22		60,139		—
HUF	267,550,000	EUR	720,073	Bank of America, N.A.		3/2/22		33,667		—
HUF	230,100,000	EUR	619,093	Bank of America, N.A.		3/2/22		29,167		—
HUF	115,000,000	EUR	309,380	Citibank, N.A.		3/2/22		14,614		—
KES	639,150,000	USD	5,448,849	Standard Chartered Bank		3/2/22		146,135		—
USD	5,613,966	KES	639,150,000	Standard Chartered Bank		3/2/22		18,982		—
KES	637,900,000	USD	5,449,808	Standard Chartered Bank		3/4/22		131,714		—
USD	5,593,161	KES	637,900,000	Standard Chartered Bank		3/4/22		11,639		—
USD	713,966	ZAR	11,500,000	Citibank, N.A.		3/7/22		—		(30,796	)
USD	8,132,158	ZAR	130,961,968	Citibank, N.A.		3/7/22		—		(349,186	)
ZAR	70,000,000	USD	4,495,726	JPMorgan Chase Bank, N.A.		3/7/22		37,607		—
ZAR	75,000,000	USD	4,812,437	Standard Chartered Bank		3/7/22		44,705		—
KES	645,640,000	USD	5,531,055	Standard Chartered Bank		3/8/22		113,098		—
PLN	8,253,000	EUR	1,779,099	Citibank, N.A.		3/8/22		17,450		—
USD	5,664,006	KES	645,640,000	Standard Chartered Bank		3/8/22		19,853		—
EUR	3,423,340	PLN	15,600,000	Standard Chartered Bank		3/10/22		35,764		—
EUR	4,017,401	PLN	18,300,000	UBS AG		3/10/22		43,707		—
EUR	3,095,137	PLN	14,100,000	UBS AG		3/10/22		33,409		—
PLN	5,100,000	EUR	1,100,945	HSBC Bank USA, N.A.		3/10/22		8,798		—
BHD	1,240,000	USD	3,278,689	Bank of America, N.A.		3/14/22		9,245		—
SAR	30,700,000	USD	8,178,815	Standard Chartered Bank		3/14/22		1,644		—
SAR	25,100,000	USD	6,687,324	Standard Chartered Bank		3/14/22		935		—
SAR	33,400,000	USD	8,899,215	Standard Chartered Bank		3/14/22		698		—
SAR	39,900,000	USD	10,631,353	Standard Chartered Bank		3/14/22		579		—
UGX	17,964,400,000	USD	4,519,346	Standard Chartered Bank		3/14/22		559,599		—
UGX	9,038,710,000	USD	2,272,746	Standard Chartered Bank		3/14/22		282,703		—
USD	12,633,111	BHD	4,816,500	Bank of America, N.A.		3/14/22		—		(138,125	)
USD	9,612,169	OMR	4,139,000	BNP Paribas		3/14/22		—		(1,142,137	)
USD	25,194,536	SAR	95,903,000	Standard Chartered Bank		3/14/22		—		(360,207	)
USD	60,660,554	SAR	230,838,000	Standard Chartered Bank		3/14/22		—		(849,573	)
BHD	4,000,000	USD	10,582,655	Standard Chartered Bank		3/16/22		23,253		—
UGX	29,524,990,000	USD	7,427,670	ICBC Standard Bank plc		3/16/22		917,152		—
USD	17,011,383	BHD	6,518,000	BNP Paribas		3/16/22		—		(270,943	)
USD	12,624,854	BHD	4,866,250	Standard Chartered Bank		3/16/22		—		(277,895	)
USD	25,249,372	BHD	9,636,500	Standard Chartered Bank		3/16/22		—		(301,585	)
EGP	71,100,000	USD	4,425,770	Goldman Sachs International		3/21/22		42,925		—
USD	84,937,357	CNH	541,000,000	Goldman Sachs International		3/21/22		266,062		—
USD	25,617,465	SAR	97,103,000	BNP Paribas		3/24/22		—		(256,200	)
USD	38,426,649	SAR	145,637,000	HSBC Bank USA, N.A.		3/24/22		—		(379,184	)
USD	45,976,495	SAR	174,090,000	Standard Chartered Bank		3/28/22		—		(410,208	)
KES	315,200,000	USD	2,696,322	Standard Chartered Bank		4/1/22		44,314		—
USD	2,728,532	KES	315,200,000	Standard Chartered Bank		4/1/22		—		(12,104	)
MYR	116,764,000	USD	27,903,931	Barclays Bank PLC		4/5/22		12,267		—
PLN	3,100,000	EUR	672,307	HSBC Bank USA, N.A.		4/11/22		—		(708	)
PLN	2,000,000	EUR	433,823	Standard Chartered Bank		4/11/22		—		(543	)
PLN	2,610,000	EUR	568,293	Standard Chartered Bank		4/11/22		—		(3,132	)
PLN	19,200,000	EUR	4,163,414	Standard Chartered Bank		4/11/22		—		(3,766	)
PLN	5,999,435	EUR	1,307,027	Standard Chartered Bank		4/11/22		—		(8,021	)

22

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
PLN	38,000,000	EUR	8,245,991	Standard Chartered Bank		4/11/22	$	—	$	(14,093	)
USD	14,206,341	THB	475,855,584	Standard Chartered Bank		4/11/22		—		(84,930	)
EGP	330,353,534	USD	20,676,172	Goldman Sachs International		4/12/22		—		(46,525	)
EGP	295,748,716	USD	18,519,018	HSBC Bank USA, N.A.		4/12/22		—		(50,345	)
SGD	36,103,604	USD	26,834,130	Citibank, N.A.		4/18/22		—		(114,081	)
SGD	32,508,198	USD	24,155,386	Standard Chartered Bank		4/18/22		—		(96,275	)
SGD	32,508,198	USD	24,178,832	Standard Chartered Bank		4/18/22		—		(119,721	)
PLN	3,300,000	EUR	721,536	BNP Paribas		4/20/22		—		(8,182	)
PLN	2,700,000	EUR	590,423	Goldman Sachs International		4/20/22		—		(6,780	)
PLN	9,200,000	EUR	2,011,457	Standard Chartered Bank		4/20/22		—		(22,702	)
PLN	25,300,000	EUR	5,532,034	Standard Chartered Bank		4/20/22		—		(63,026	)
HUF	338,563,101	EUR	936,592	Standard Chartered Bank		4/25/22		6,867		—
HUF	43,650,000	EUR	120,699	Standard Chartered Bank		4/25/22		946		—
HUF	70,620,000	EUR	195,995	Standard Chartered Bank		4/25/22		720		—
HUF	305,520,000	EUR	851,393	Standard Chartered Bank		4/25/22		—		(794	)
HUF	3,072,188,874	EUR	8,457,696	Citibank, N.A.		4/27/22		106,185		—
HUF	3,202,511,126	EUR	8,812,799	Standard Chartered Bank		4/27/22		114,824		—
MYR	110,675,580	USD	26,333,146	Barclays Bank PLC		4/27/22		104,990		—
EGP	350,000,000	USD	21,742,507	Goldman Sachs International		4/28/22		1,756		—
EGP	412,000,000	USD	25,621,891	HSBC Bank USA, N.A.		4/28/22		—		(25,787	)
ZAR	122,540,000	USD	7,989,197	Standard Chartered Bank		4/28/22		—		(111,324	)
UZS	9,098,627,000	USD	796,379	ICBC Standard Bank plc		5/6/22		22,867		—
UGX	34,825,000,000	USD	9,128,440	Standard Chartered Bank		5/10/22		547,898		—
KES	235,200,000	USD	2,078,106	Standard Chartered Bank		5/11/22		—		(52,095	)
USD	2,013,699	KES	235,200,000	Standard Chartered Bank		5/11/22		—		(12,312	)
KES	257,553,000	USD	2,264,202	ICBC Standard Bank plc		5/18/22		—		(48,930	)
KES	460,000,000	USD	4,031,551	Standard Chartered Bank		5/20/22		—		(76,660	)
USD	3,928,602	KES	460,000,000	Standard Chartered Bank		5/20/22		—		(26,289	)
KES	467,765,000	USD	4,087,069	Standard Chartered Bank		6/6/22		—		(79,830	)
USD	3,965,791	KES	467,765,000	Standard Chartered Bank		6/6/22		—		(41,448	)
KES	231,620,000	USD	2,026,422	Goldman Sachs International		6/8/22		—		(43,021	)
KES	467,340,000	USD	4,086,926	Standard Chartered Bank		6/8/22		—		(85,016	)
USD	1,963,214	KES	231,620,000	Goldman Sachs International		6/8/22		—		(20,187	)
USD	3,967,233	KES	467,340,000	Standard Chartered Bank		6/8/22		—		(34,678	)
UGX	35,147,800,000	USD	9,298,360	Standard Chartered Bank		6/13/22		415,690		—
UGX	36,563,109,603	USD	9,683,027	ICBC Standard Bank plc		6/21/22		409,543		—
UGX	17,415,100,000	USD	4,597,439	Standard Chartered Bank		6/23/22		208,174		—
UGX	18,421,960,000	USD	4,841,514	JPMorgan Chase Bank, N.A.		7/5/22		232,421		—
UGX	35,766,460,000	USD	9,399,858	Standard Chartered Bank		7/5/22		451,248		—
UGX	57,448,570,397	USD	15,078,365	Goldman Sachs International		7/6/22		742,146		—
ZMW	36,540,000	USD	1,638,565	JPMorgan Chase Bank, N.A.		8/18/22		227,331		—
ZMW	26,675,000	USD	1,310,811	JPMorgan Chase Bank, N.A.		8/25/22		47,556		—
OMR	7,500,000	USD	18,796,992	BNP Paribas		8/29/22		668,771		—
USD	23,292,293	OMR	9,293,625	BNP Paribas		8/29/22		—		(828,708	)
USD	12,483,846	OMR	4,830,000	Standard Chartered Bank		10/27/22		—		(45,224	)
USD	12,923,236	OMR	5,000,000	Standard Chartered Bank		10/27/22		—		(46,816	)
AED	72,500,000	USD	19,732,344	Standard Chartered Bank		12/12/22		1,815		—
USD	33,420,810	AED	123,212,500	Standard Chartered Bank		12/12/22		—		(117,054	)

23

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
USD	33,420,899	AED	123,220,500	Standard Chartered Bank		12/12/22	$	—	$	(119,143	)
USD	29,801,366	OMR	11,800,000	BNP Paribas		12/14/22		—		(792,661	)
USD	58,402,155	AED	215,000,000	BNP Paribas		3/1/23		—		(108,566	)
USD	81,979,737	AED	301,839,143	BNP Paribas		3/6/23		—		(162,231	)
USD	30,000,000	AED	110,456,400	BNP Paribas		3/13/23		—		(58,686	)
USD	109,556,452	AED	403,354,537	BNP Paribas		3/13/23		—		(209,099	)
USD	12,664,006	SAR	47,604,000	Standard Chartered Bank		3/13/23		—		(8,892	)
USD	146,927,878	AED	540,959,063	Standard Chartered Bank		3/15/23		—		(283,214	)
USD	20,104,768	BHD	7,651,000	Standard Chartered Bank		3/15/23		—		(84,308	)
USD	22,725,930	OMR	8,900,000	Standard Chartered Bank		3/15/23		—		(323,956	)
USD	9,511,645	AED	35,000,000	BNP Paribas		6/21/23		—		(9,699	)
USD	9,036,785	SAR	34,000,000	Standard Chartered Bank		7/13/23		—		(9,534	)
USD	36,694,600	OMR	14,300,000	Standard Chartered Bank		8/23/23		—		(258,292	)
USD	48,448,681	OMR	18,858,800	Standard Chartered Bank		11/6/23		—		(234,283	)
USD	26,650,006	OMR	10,530,750	Standard Chartered Bank		8/29/24		—		(327,157	)
							$	20,127,673	$	(13,107,601	)

Non-deliverable Bond Forward Contracts*

Settlement Date	Notional Amount (000’s omitted)		Reference Entity	Counterparty	Aggregate Cost		Unrealized Appreciation (Depreciation)
2/15/22		COP 40,781,000	Republic of Colombia, 6.25%, 11/26/25	Bank of America, N.A.	$	10,330,096	$	(365,448	)
2/15/22		COP 68,623,300	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		17,382,735		(594,229	)
2/17/22		COP 81,564,000	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		20,660,700		(521,249	)
2/21/22		COP 40,780,000	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		10,329,843		(256,469	)
2/21/22		COP 33,985,000	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		8,608,625		(213,735	)
3/3/22		COP 35,344,000	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		8,952,869		(172,477	)
3/9/22		COP 33,396,060	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		8,459,442		(117,214	)
3/10/22		COP 80,203,600	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		20,316,101		(268,965	)
3/15/22		COP 69,263,330	Republic of Colombia, 5.75%, 11/3/27	Bank of America, N.A.		17,544,859		30,019
3/17/22		COP 63,759,700	Republic of Colombia, 6.00%, 4/28/28	Bank of America, N.A.		16,150,753		937
3/17/22		COP 63,301,700	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		16,034,738		41,867
3/17/22		COP 27,188,000	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		6,886,900		17,982
3/18/22		COP 115,547,000	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		29,268,818		19,054

24

Settlement Date	Notional Amount (000’s omitted)		Reference Entity	Counterparty	Aggregate Cost		Unrealized Appreciation (Depreciation)
3/21/22		COP 66,792,100	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International	$	16,918,880	$	112,071
3/22/22		COP 57,441,200	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		14,550,235		63,192
3/25/22		COP 21,465,880	Republic of Colombia, 5.75%, 11/3/27	Bank of America, N.A.		5,437,449		76,380
3/25/22		COP 29,239,600	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		7,406,584		(16,769	)
3/29/22		COP 100,529,300	Republic of Colombia, 6.25%, 11/26/25	Bank of America, N.A.		25,464,735		72,931
3/29/22		COP 20,311,040	Republic of Colombia, 6.00%, 4/28/28	Goldman Sachs International		5,144,921		28,508
3/30/22		COP 67,019,600	Republic of Colombia, 6.25%, 11/26/25	Bank of America, N.A.		16,976,507		8,488
3/30/22		COP 69,263,320	Republic of Colombia, 5.75%, 11/3/27	Bank of America, N.A.		17,544,856		47,231
3/31/22		COP 66,792,100	Republic of Colombia, 6.25%, 11/26/25	Goldman Sachs International		16,918,880		11,572
							$	(1,996,323	)

* Represents a short-term forward contract to purchase the reference entity denominated in a non-deliverable foreign currency.

Futures Contracts

Description	Number of Contracts			Position	Expiration Date		Notional Amount			Value/Unrealized Appreciation (Depreciation)
Commodity Futures
Brent Crude		265		Long		1/31/22	$	24,170,650		$	4,256,035
Equity Futures
TOPIX Index		89		Long		3/10/22		14,831,585			(190,838	)
SGX CNX Nifty Index		(522	)	Short		2/24/22		(18,244,235	)		(200,324	)
Interest Rate Futures
U.S. Ultra-Long Treasury Bond		148		Long		3/22/22		27,962,750			(684,801	)
Euro-Bund		(481	)	Short		3/8/22		(91,383,596	)		2,528,577
Euro-Buxl		(292	)	Short		3/8/22		(66,692,057	)		4,100,351
U.S. 5-Year Treasury Note		(862	)	Short		3/31/22		(102,753,094	)		712,783
U.S. 10-Year Treasury Note		(1,386	)	Short		3/22/22		(177,364,687	)		1,341,726
U.S. Long Treasury Bond		(19	)	Short		3/22/22		(2,956,875	)		7,680
										$	11,871,189

25

Centrally Cleared Inflation Swaps

Notional Amount (000’s omitted)

Portfolio Pays/Receives Return on Reference Index

Reference Index

Portfolio Pays/Receives Rate

Annual Rate

Termination Date

Value/Unrealized Appreciation (Depreciation)

EUR

10,900

Receives

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Pays

2.20% (pays upon termination)

10/15/36

$

(133,486

)

EUR

10,900

Receives

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Pays

2.20% (pays upon termination)

10/15/36

(133,486

)

EUR

11,000

Receives

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Pays

2.20% (pays upon termination)

10/15/36

(136,681

)

EUR

11,410

Receives

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Pays

2.08% (pays upon termination)

1/15/37

16,875

EUR

10,900

Pays

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Receives

2.29% (pays upon termination)

10/15/46

586,599

EUR

10,900

Pays

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Receives

2.29% (pays upon termination)

10/15/46

593,663

EUR

11,000

Pays

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Receives

2.29% (pays upon termination)

10/15/46

599,109

EUR

11,410

Pays

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Receives

2.18% (pays upon termination)

1/15/47

221,858

EUR

4,350

Pays

Eurostat Eurozone HICP ex Tobacco NSA (pays upon termination)

Receives

1.10% (pays upon termination)

3/12/50

(2,130,323

)

USD

18,215

Pays

Return on CPI-U (NSA) (pays upon termination)

Receives

2.98% (pays upon termination)

12/2/26

(222,812

)

USD

89,075

Pays

Return on CPI-U (NSA) (pays upon termination)

Receives

3.00% (pays upon termination)

12/2/26

(996,219

)

USD

42,510

Pays

Return on CPI-U (NSA) (pays upon termination)

Receives

2.90% (pays upon termination)

1/11/27

(266,176

)

USD

42,520

Pays

Return on CPI-U (NSA) (pays upon termination)

Receives

2.89% (pays upon termination)

1/12/27

(268,043

)

USD

51,550

Pays

Return on CPI-U (NSA) (pays upon termination)

Receives

2.75% (pays upon termination)

10/29/36

350,438

USD

18,160

Pays

Return on CPI-U (NSA) (pays upon termination)

Receives

2.67% (pays upon termination)

1/7/37

98,084

USD

34,300

Receives

Return on CPI-U (NSA) (pays upon termination)

Pays

2.62% (pays upon termination)

10/29/46

(826,548

)

USD

17,300

Receives

Return on CPI-U (NSA) (pays upon termination)

Pays

2.62% (pays upon termination)

10/29/46

(427,428

)

USD

18,140

Receives

Return on CPI-U (NSA) (pays upon termination)

Pays

2.54% (pays upon termination)

1/7/47

(198,346

)

USD

5,824

Receives

Return on CPI-U (NSA) (pays upon termination)

Pays

2.42% (pays upon termination)

6/8/48

307,525

$

(2,965,397

)

26

CPI-U (NSA)	-	Consumer Price Index All Urban Non-Seasonally Adjusted
HICP	-	Harmonised Indices of Consumer Prices

Centrally Cleared Interest Rate Swaps

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
AUD	347,130	Pays	6-month AUD Bank Bill (pays semi-annually)	1.58% (pays semi-annually)		1/17/24	$	(634,016	)	$	—	$	(634,016	)
CAD	128,330	Pays	3-month Canadian Bankers Acceptances (pays quarterly)	2.19% (pays semi-annually)		1/18/24		(87,347	)		—		(87,347	)
CAD	190,420	Pays	3-month Canadian Bankers Acceptances (pays quarterly)	2.19% (pays semi-annually)		1/18/24		(133,997	)		—		(133,997	)
CNY	91,623	Pays	7-day China Fixing Repo Rates (pays quarterly)	2.64% (pays quarterly)		11/1/26		266,332			—		266,332
CNY	111,257	Pays	7-day China Fixing Repo Rates (pays quarterly)	2.63% (pays quarterly)		11/1/26		317,276			—		317,276
CNY	130,890	Pays	7-day China Fixing Repo Rates (pays quarterly)	2.64% (pays quarterly)		11/1/26		380,475			—		380,475
CNY	222,514	Pays	7-day China Fixing Repo Rates (pays quarterly)	2.64% (pays quarterly)		11/1/26		638,636			—		638,636
CNY	229,058	Pays	7-day China Fixing Repo Rates (pays quarterly)	2.63% (pays quarterly)		11/1/26		653,216			—		653,216
CNY	307,658	Pays	7-day China Fixing Repo Rates (pays quarterly)	2.64% (pays quarterly)		11/1/26		883,008			—		883,008
CNY	315,167	Pays	7-day China Fixing Repo Rates (pays quarterly)	2.26% (pays quarterly)		2/7/27		31,931			—		31,931
COP	86,746,200	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.84% (pays quarterly)		5/5/25		1,872,872			—		1,872,872
COP	15,180,600	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.85% (pays quarterly)		5/6/25		326,920			—		326,920
COP	100,029,200	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.70% (pays quarterly)		5/7/25		2,281,496			—		2,281,496

27

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
COP	11,171,900	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.49% (pays quarterly)		5/13/25	$	275,220		$	—	$	275,220
COP	11,171,850	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.54% (pays quarterly)		5/14/25		270,953			—		270,953
COP	40,662,300	Pays	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.19% (pays quarterly)		6/4/25		(1,124,561	)		—		(1,124,561	)
COP	61,940,900	Pays	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.26% (pays quarterly)		6/5/25		(1,682,076	)		—		(1,682,076	)
COP	85,106,600	Pays	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.34% (pays quarterly)		6/8/25		(2,262,900	)		—		(2,262,900	)
COP	41,729,700	Pays	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.44% (pays quarterly)		6/9/25		(1,075,713	)		—		(1,075,713	)
COP	6,192,100	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.21% (pays quarterly)		11/26/25		137,216			—		137,216
COP	6,351,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.02% (pays quarterly)		11/26/25		151,708			—		151,708
COP	7,859,100	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.73% (pays quarterly)		11/26/25		136,640			—		136,640
COP	14,659,900	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.76% (pays quarterly)		11/26/25		384,176			—		384,176

28

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
COP	14,659,900	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	3.89% (pays quarterly)		11/26/25	$	366,848		$	—	$	366,848
COP	14,924,500	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.05% (pays quarterly)		11/26/25		351,404			—		351,404
COP	15,771,100	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.34% (pays quarterly)		11/26/25		329,581			—		329,581
COP	15,877,300	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.55% (pays quarterly)		11/26/25		302,753			—		302,753
COP	17,793,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.20% (pays quarterly)		11/26/25		395,098			—		395,098
COP	20,326,400	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.11% (pays quarterly)		11/26/25		468,910			—		468,910
COP	25,880,700	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.25% (pays quarterly)		11/26/25		562,921			—		562,921
COP	27,035,200	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.53% (pays quarterly)		11/26/25		519,449			—		519,449
COP	27,035,200	Pays	Colombia Overnight Interbank Reference Rate (pays quarterly)	5.68% (pays quarterly)		11/26/25		(236,514	)		—		(236,514	)
COP	28,925,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.12% (pays quarterly)		11/26/25		177,352			—		177,352

29

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value		Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
COP	29,320,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.00% (pays quarterly)		11/26/25	$	704,375	$	—	$	704,375
COP	29,320,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.07% (pays quarterly)		11/26/25		685,714		—		685,714
COP	29,320,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.20% (pays quarterly)		11/26/25		651,058		—		651,058
COP	29,320,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.28% (pays quarterly)		11/26/25		629,731		—		629,731
COP	31,578,500	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.16% (pays quarterly)		11/26/25		712,694		—		712,694
COP	31,722,800	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.90% (pays quarterly)		11/26/25		503,947		—		503,947
COP	33,040,600	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.78% (pays quarterly)		11/26/25		559,430		—		559,430
COP	33,392,440	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.81% (pays quarterly)		11/26/25		557,797		—		557,797
COP	35,344,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.06% (pays quarterly)		11/26/25		235,012		—		235,012
COP	36,412,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.14% (pays quarterly)		11/26/25		218,545		—		218,545

30

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value		Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
COP	37,433,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.18% (pays quarterly)		11/26/25	$	213,162	$	—	$	213,162
COP	40,836,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.00% (pays quarterly)		11/26/25		294,453		—		294,453
COP	57,435,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.86% (pays quarterly)		11/26/25		931,001		—		931,001
COP	66,784,800	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.73% (pays quarterly)		11/26/25		1,164,171		—		1,164,171
COP	66,784,856	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.78% (pays quarterly)		11/26/25		1,130,774		—		1,130,774
COP	74,865,200	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.09% (pays quarterly)		11/26/25		482,636		—		482,636
COP	76,566,300	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.25% (pays quarterly)		11/26/25		387,364		—		387,364
COP	115,701,000	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	6.05% (pays quarterly)		11/26/25		777,317		—		777,317
COP	64,177,400	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.38% (pays quarterly)		3/30/26		1,470,246		—		1,470,246
COP	129,615,700	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.38% (pays quarterly)		3/30/26		2,971,848		—		2,971,848

31

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value		Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
COP	36,071,400	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.48% (pays quarterly)		3/31/26	$	791,511	$	—		$	791,511
COP	38,614,600	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.56% (pays quarterly)		4/6/26		823,185		—			823,185
COP	8,172,200	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.83% (pays quarterly)		3/26/28		229,291		—			229,291
COP	11,441,100	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.82% (pays quarterly)		3/26/28		322,514		—			322,514
COP	12,790,700	Receives	Colombia Overnight Interbank Reference Rate (pays quarterly)	4.82% (pays quarterly)		3/26/28		359,716		—			359,716
EUR	17,300	Receives	1-day Euro Short-Term Rate (pays annually)	(0.03%) (pays annually)		11/9/31		520,127		—			520,127
GBP	65,370	Receives	1-day Sterling Overnight Index Average (pays annually)	0.54% (pays annually)		9/15/26		3,028,593		(1,113	)		3,027,480
GBP	65,387	Receives	1-day Sterling Overnight Index Average (pays annually)	0.54% (pays annually)		9/15/26		3,027,699		(1,114	)		3,026,585
GBP	90,053	Receives	1-day Sterling Overnight Index Average (pays annually)	0.54% (pays annually)		9/15/26		4,152,214		(1,543	)		4,150,671
GBP	52,280	Receives	1-day Sterling Overnight Index Average (pays annually)	0.87% (pays annually)		10/14/26		1,363,220		(1,499	)		1,361,721
GBP	54,220	Receives	1-day Sterling Overnight Index Average (pays annually)	0.87% (pays annually)		10/14/26		1,409,932		(1,556	)		1,408,376
JPY	1,534,582	Receives	1-day Overnight Tokyo Average Rate (pays annually)	0.56% (pays annually)		1/11/52		64,135		—			64,135

32

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
JPY	1,613,311	Receives	1-day Overnight Tokyo Average Rate (pays annually)	0.56% (pays annually)		1/11/52	$	84,829		$	—	$	84,829
JPY	1,952,107	Receives	1-day Overnight Tokyo Average Rate (pays annually)	0.56% (pays annually)		1/11/52		90,678			—		90,678
KRW	122,458,300	Pays	3-month KRW Certificate of Deposit Rate (pays quarterly)	1.77% (pays quarterly)		10/5/23		(545,277	)		—		(545,277	)
KRW	192,943,700	Pays	3-month KRW Certificate of Deposit Rate (pays quarterly)	1.75% (pays quarterly)		10/5/23		(876,641	)		—		(876,641	)
KRW	280,598,000	Pays	3-month KRW Certificate of Deposit Rate (pays quarterly)	1.75% (pays quarterly)		10/5/23		(1,276,971	)		—		(1,276,971	)
KRW	72,704,100	Pays	3-month KRW Certificate of Deposit Rate (pays quarterly)	1.65% (pays quarterly)		7/19/31		(3,148,827	)		—		(3,148,827	)
MXN	1,955,100	Pays	Mexico Interbank TIIE 28 Day (pays monthly)	6.96% (pays monthly)		6/24/25		(1,056,122	)		—		(1,056,122	)
MXN	1,955,700	Pays	Mexico Interbank TIIE 28 Day (pays monthly)	6.91% (pays monthly)		6/25/25		(1,133,051	)		—		(1,133,051	)
MXN	1,539,000	Pays	Mexico Interbank TIIE 28 Day (pays monthly)	6.60% (pays monthly)		7/8/26		(2,477,673	)		—		(2,477,673	)
NZD	186,090	Pays	3-month NZD Bank Bill (pays quarterly)	2.71% (pays semi-annually)		1/18/24		(267,033	)		—		(267,033	)
NZD	190,540	Pays	3-month NZD Bank Bill (pays quarterly)	2.69% (pays semi-annually)		1/18/24		(297,578	)		—		(297,578	)
NZD	27,000	Pays	3-month NZD Bank Bill (pays quarterly)	2.09% (pays semi-annually)		9/23/31		(984,812	)		—		(984,812	)
PLN	54,770	Receives	6-month PLN WIBOR (pays semi-annually)	2.49% (pays annually)		10/14/26		852,763			—		852,763
PLN	163,380	Receives	6-month PLN WIBOR (pays semi-annually)	2.49% (pays annually)		10/15/26		2,550,368			—		2,550,368

33

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value		Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
PLN	85,600	Receives	6-month PLN WIBOR (pays semi-annually)	3.39% (pays annually)		12/15/26	$	682,947	$	—	$	682,947
PLN	71,350	Receives	6-month PLN WIBOR (pays semi-annually)	2.28% (pays annually)		10/4/31		2,251,195		—		2,251,195
PLN	28,070	Receives	6-month PLN WIBOR (pays semi-annually)	2.32% (pays annually)		10/5/31		860,279		—		860,279
PLN	28,720	Receives	6-month PLN WIBOR (pays semi-annually)	2.32% (pays annually)		10/5/31		880,199		—		880,199
PLN	60,940	Receives	6-month PLN WIBOR (pays semi-annually)	2.68% (pays annually)		10/22/31		1,470,697		—		1,470,697
PLN	29,830	Receives	6-month PLN WIBOR (pays semi-annually)	2.67% (pays annually)		10/25/31		726,451		—		726,451
PLN	44,420	Receives	6-month PLN WIBOR (pays semi-annually)	2.73% (pays annually)		10/25/31		1,027,910		—		1,027,910
TWD	653,926	Receives	3-month TWD TAIBOR (pays quarterly)	0.87% (pays quarterly)		11/2/26		94,057		—		94,057
TWD	1,307,851	Receives	3-month TWD TAIBOR (pays quarterly)	0.87% (pays quarterly)		11/2/26		188,114		—		188,114
TWD	1,307,851	Receives	3-month TWD TAIBOR (pays quarterly)	0.88% (pays quarterly)		11/2/26		165,510		—		165,510
TWD	1,307,851	Receives	3-month TWD TAIBOR (pays quarterly)	0.88% (pays quarterly)		11/2/26		160,992		—		160,992
TWD	1,752,521	Receives	3-month TWD TAIBOR (pays quarterly)	0.89% (pays quarterly)		11/2/26		191,496		—		191,496
TWD	1,260,030	Receives	3-month TWD TAIBOR (pays quarterly)	0.95% (pays quarterly)		2/8/27		39,653		—		39,653
USD	110,990	Receives	SOFR (pays annually)	1.08% (pays annually)		11/22/26		1,638,324		—		1,638,324
USD	20,000	Receives	SOFR (pays annually)	1.21% (pays annually)		11/29/26		167,252		—		167,252
USD	107,290	Receives	SOFR (pays annually)	1.06% (pays annually)		12/2/26		1,707,592		—		1,707,592

34

Notional Amount (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate		Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
USD	24,050	Receives	SOFR (pays annually)		1.39% (pays annually)		1/12/27	$	43,032		$	—	$	43,032
USD	24,200	Receives	SOFR (pays annually)		1.39% (pays annually)		1/13/27		48,536			—		48,536
USD	48,150	Receives	SOFR (pays annually)		1.33% (pays annually)		1/18/27		244,870			—		244,870
USD	21,700	Receives	SOFR (pays annually)		1.26% (pays annually)		11/9/31		598,617			—		598,617
USD	6,500	Receives	SOFR (pays annually)		1.43% (pays annually)		11/9/51		346,630			—		346,630
ZAR	72,640	Pays	3-month ZAR JIBAR (pays quarterly)		5.47% (pays quarterly)		2/24/26		(148,228	)		205		(148,023	)
ZAR	476,700	Pays	3-month ZAR JIBAR (pays quarterly)		5.52% (pays quarterly)		2/24/26		(914,166	)		1,383		(912,783	)
ZAR	419,363	Pays	3-month ZAR JIBAR (pays quarterly)		5.82% (pays quarterly)		3/11/26		(534,106	)		1,383		(532,723	)
ZAR	474,840	Pays	3-month ZAR JIBAR (pays quarterly)		5.88% (pays quarterly)		3/11/26		(535,032	)		1,609		(533,423	)
ZAR	474,850	Pays	3-month ZAR JIBAR (pays quarterly)		5.82% (pays quarterly)		3/11/26		(604,775	)		1,566		(603,209	)
ZAR	444,000	Pays	3-month ZAR JIBAR (pays quarterly)		6.03% (pays quarterly)		6/30/26		(501,298	)		1,769		(499,529	)
Total								$	38,430,080		$	1,090	$	38,431,170

Interest Rate Swaps

Counterparty	Notional  Amount  (000’s omitted)		Portfolio Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value/Unrealized Appreciation (Depreciation)
Bank of America, N.A.	MYR	54,200	Pays	3-month MYR KLIBOR (pays quarterly)	2.50% (pays quarterly)		7/19/26	$	(322,116	)
BNP Paribas	MYR	49,200	Pays	3-month MYR KLIBOR (pays quarterly)	2.52% (pays quarterly)		7/16/26		(285,533	)
BNP Paribas	MYR	49,200	Pays	3-month MYR KLIBOR (pays quarterly)	2.52% (pays quarterly)		7/16/26		(285,533	)
Goldman Sachs International	MYR	39,100	Pays	3-month MYR KLIBOR (pays quarterly)	2.52% (pays quarterly)		7/16/26		(224,922	)

35

Counterparty	Notional  Amount  (000’s omitted)		Portfolio Pays/Receives Floating Rate		Floating Rate	Annual Fixed Rate	Termination Date		Value/Unrealized Appreciation (Depreciation)
Goldman Sachs International	MYR	11,900		Pays	3-month MYR KLIBOR (pays quarterly)	2.50% (pays quarterly)		7/19/26	$	(71,815	)
Standard Chartered Bank	MYR	87,600		Pays	3-month MYR KLIBOR (pays quarterly)	2.53% (pays quarterly)		7/16/26		(494,969	)
Standard Chartered Bank	MYR	38,800		Pays	3-month MYR KLIBOR (pays quarterly)	2.49% (pays quarterly)		7/19/26		(236,141	)
									$	(1,921,029	)

Centrally Cleared Credit Default Swaps — Sell Protection

Reference Entity	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
Brazil	$	83,990	1.00% (pays quarterly)(1)		12/20/26		2.26	%	$	(4,685,199	)	$	5,187,854	$	502,655
Total	$	83,990							$	(4,685,199	)	$	5,187,854	$	502,655

Centrally Cleared Credit Default Swaps — Buy Protection

Reference Entity	Notional Amount (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
Malaysia	$	257,000	1.00% (pays quarterly)(1)		12/20/26	$	(5,174,495	)	$	6,246,698		$	1,072,203
Markit CDX Emerging Markets Index (CDX.EM.31.V2)		940	1.00% (pays quarterly)(1)		6/20/24		8,605			(13,117	)		(4,512	)
Mexico		9,690	1.00% (pays quarterly)(1)		12/20/26		11,601			57,485			69,086
Philippines		77,200	1.00% (pays quarterly)(1)		12/20/26		(1,059,939	)		1,820,641			760,702
Qatar		10,315	1.00% (pays quarterly)(1)		12/20/27		(232,832	)		(269,757	)		(502,589	)
Qatar		57,454	1.00% (pays quarterly)(1)		12/20/27		(1,296,856	)		(1,416,058	)		(2,712,914	)
Russia		325,990	1.00% (pays quarterly)(1)		12/20/26		17,543,199			2,207,573			19,750,772
Saudi Arabia		29,930	1.00% (pays quarterly)(1)		12/20/26		(693,946	)		715,283			21,337
South Africa		93,040	1.00% (pays quarterly)(1)		12/20/26		4,489,444			(4,221,483	)		267,961
South Africa		41,600	1.00% (pays quarterly)(1)		12/20/27		2,928,515			(3,371,610	)		(443,095	)
South Africa		58,700	1.00% (pays quarterly)(1)		6/20/29		5,941,098			(7,114,802	)		(1,173,704	)
South Africa		78,581	1.00% (pays quarterly)(1)		6/20/31		10,867,288			(9,917,883	)		949,405
Turkey		149,190	1.00% (pays quarterly)(1)		12/20/26		26,012,344			(18,633,608	)		7,378,736
Total						$	59,344,026		$	(33,910,638	)	$	25,433,388

36

Credit Default Swaps — Sell Protection

Reference Entity	Counterparty	Notional Amount*  (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
Vietnam	Barclays Bank PLC	$	18,120	1.00% (pays quarterly)(1)		12/20/26		1.12	%	$	(78,747	)	$	(21,154	)	$	(99,901	)
Vietnam	Barclays Bank PLC		6,427	1.00% (pays quarterly)(1)		12/20/26		1.12			(27,931	)		29,539			1,608
Vietnam	BNP Paribas		23,200	1.00% (pays quarterly)(1)		12/20/26		1.12			(100,823	)		30,543			(70,280	)
Vietnam	Goldman Sachs International		19,880	1.00% (pays quarterly)(1)		6/20/24		0.66			183,231			(141,515	)		41,716
Vietnam	Goldman Sachs International		5,900	1.00% (pays quarterly)(1)		12/20/26		1.12			(25,640	)		(8,966	)		(34,606	)
Vietnam	Goldman Sachs International		1,973	1.00% (pays quarterly)(1)		12/20/26		1.12			(8,574	)		4,539			(4,035	)
Vietnam	Nomura International PLC		3,500	1.00% (pays quarterly)		12/20/26		1.12			(15,210	)		—			(15,210	)
Total		$	79,000							$	(73,694	)	$	(107,014	)	$	(180,708	)

Credit Default Swaps — Buy Protection

Reference Entity	Counterparty	Notional Amount (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
Dubai	Barclays Bank PLC	$	6,348	1.00% (pays quarterly)(1)		12/20/24	$	(69,983	)	$	(60,831	)	$	(130,814	)
Dubai	Barclays Bank PLC		9,572	1.00% (pays quarterly)(1)		12/20/24		(105,525	)		(91,805	)		(197,330	)
Egypt	Barclays Bank PLC		9,744	1.00% (pays quarterly)(1)		12/20/24		1,018,077			(552,908	)		465,169
Egypt	JPMorgan Chase Bank, N.A.		9,097	1.00% (pays quarterly)(1)		12/20/24		950,477			(515,140	)		435,337
Oman	Bank of America, N.A.		17,964	1.00% (pays quarterly)(1)		6/20/22		(13,179	)		(68,312	)		(81,491	)
Oman	Bank of America, N.A.		14,372	1.00% (pays quarterly)(1)		12/20/22		21,387			(136,558	)		(115,171	)
Saudi Arabia	Barclays Bank PLC		40,301	1.00% (pays quarterly)(1)		6/20/31		(485,049	)		(696,640	)		(1,181,689	)
Saudi Arabia	Goldman Sachs International		63,340	1.00% (pays quarterly)(1)		12/20/31		(678,887	)		168,560			(510,327	)
Total							$	637,318		$	(1,953,634	)	$	(1,316,316	)

* If the Portfolio is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Portfolio could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At January 31, 2022, such maximum potential amount for all open credit default swaps in which the Portfolio is the seller was $162,990,000.

37

** The contract annual fixed rate represents the fixed rate of interest received by the Portfolio (as a seller of protection) or paid by the Portfolio (as a buyer of protection) on the notional amount of the credit default swap contract.

*** Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market’s perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as “Defaulted” indicates a credit event has occurred for the reference entity.

(1) Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

Total Return Swaps

Counterparty	Notional Amount (000’s omitted)		Portfolio Receives	Portfolio Pays	Termination Date		Value/Unrealized Appreciation (Depreciation)
Bank of America, N.A.	USD	8,394	Market value of 11,251,978 common shares of AI Yah Satellite Communications Company in USD (pays monthly)	Notional amount plus 1-month USD-LIBOR + 0.75% on Notional Amount (pays monthly)		8/12/22	$	(149,791	)
Bank of America, N.A.	USD	155,100	Positive Return on BofA Merrill Lynch Commodity Excess Return Strategy Index (pays upon termination)	Negative Return on BofA Merrill Lynch Commodity Excess Return Strategy Index + 0.14% (pays upon termination)		3/14/22		(694,011	)
Citibank, N.A.	USD	155,100	Positive Return on Bloomberg Commodity City Congestion Alfa Index (pays monthly)	Negative Return on Bloomberg Commodity City Congestion Alfa Index + 0.13% (pays monthly)		3/14/22		(1,307,130	)
Citibank, N.A.	USD	103,500	Excess Return on Bloomberg Commodity ex-Natural Gas Index 4 Month Forward (pays upon termination)	Excess Return on Bloomberg Commodity ex-Natural Gas Index + 0.18% (pays upon termination)		4/6/22		(1,113,624	)
Citibank, N.A.	USD	47,800	Excess Return on Bloomberg Commodity ex-Natural Gas Index 5 Month Forward (pays upon termination)	Excess Return on Bloomberg Commodity ex-Natural Gas Index + 0.18% (pays upon termination)		4/6/22		(724,763	)
Citibank, N.A.	USD	89,000	Excess Return on Bloomberg Commodity ex-Natural Gas Index 5 Month Forward (pays upon termination)	Excess Return on Bloomberg Commodity ex-Natural Gas Index + 0.18% (pays upon termination)		4/6/22		(1,349,451	)
Citibank, N.A.	USD	191,200	Excess Return on Bloomberg Commodity ex-Natural Gas Index 5 Month Forward (pays upon termination)	Excess Return on Bloomberg Commodity ex-Natural Gas Index + 0.18% (pays upon termination)		4/6/22		(2,899,046	)

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Counterparty	Notional Amount (000’s omitted)		Portfolio Receives	Portfolio Pays	Termination Date		Value/Unrealized Appreciation (Depreciation)
Citibank, N.A.	USD	80,200	Excess Return on Bloomberg Commodity ex-Natural Gas Index 6 Month Forward (pays upon termination)	Excess Return on Bloomberg Commodity ex-Natural Gas Index + 0.18% (pays upon termination)		4/6/22	$	(1,223,601	)
Citibank, N.A.	KRW	51,250	Negative Return on KOSPI 200 Index Futures 3/2022 (pays upon termination)	Positive Return on KOSPI 200 Index Futures 3/2022 (pays upon termination)		3/10/22		1,669,360
							$	(7,792,057	)

Abbreviations:

ADR	-	American Depositary Receipt
EURIBOR	-	Euro Interbank Offered Rate
GDP	-	Gross Domestic Product
LIBOR	-	London Interbank Offered Rate
PIK	-	Payment in Kind

Currency Abbreviations:

AED	-	United Arab Emirates Dirham
AUD	-	Australian Dollar
BHD	-	Bahraini Dinar
BRL	-	Brazilian Real
CAD	-	Canadian Dollar
CLP	-	Chilean Peso
CNH	-	Yuan Renminbi Offshore
CNY	-	Yuan Renminbi
COP	-	Colombian Peso
CRC	-	Costa Rican Colon
CZK	-	Czech Koruna
EGP	-	Egyptian Pound
EUR	-	Euro
GBP	-	British Pound Sterling
HUF	-	Hungarian Forint
IDR	-	Indonesian Rupiah
INR	-	Indian Rupee
ISK	-	Icelandic Krona
JPY	-	Japanese Yen
KES	-	Kenyan Shilling
KRW	-	South Korean Won

MXN	-	Mexican Peso
MYR	-	Malaysian Ringgit
NOK	-	Norwegian Krone
NZD	-	New Zealand Dollar
OMR	-	Omani Rial
PEN	-	Peruvian Sol
PHP	-	Philippine Peso
PLN	-	Polish Zloty
RSD	-	Serbian Dinar
RUB	-	Russian Ruble
SAR	-	Saudi Riyal
SGD	-	Singapore Dollar
THB	-	Thai Baht
TWD	-	New Taiwan Dollar
UAH	-	Ukrainian Hryvnia
UGX	-	Ugandan Shilling
USD	-	United States Dollar
UYU	-	Uruguayan Peso
UZS	-	Uzbekistani Som
ZAR	-	South African Rand
ZMW	-	Zambian Kwacha

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Basis for Consolidation

The Portfolio seeks to gain exposure to the commodity markets, in whole or in part, through investments in Eaton Vance GMAP Commodity Subsidiary, Ltd. (the Subsidiary), a wholly-owned subsidiary of the Portfolio organized under the laws of the Cayman Islands with the same objective and investment policies and restrictions as the Portfolio. The Portfolio may invest up to 25% of its total assets in the Subsidiary. The net assets of the Subsidiary at January 31, 2022 were $96,131,922 or 4.0% of the Portfolio’s consolidated net assets. The Consolidated Portfolio of Investments includes positions of the Portfolio and the Subsidiary.

At January 31, 2022, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

In the normal course of pursuing its investment objective, the Portfolio is subject to the following risks:

Commodity Risk: The Portfolio invested in commodities-linked derivative instruments, including commodity futures contracts and total return swap contracts based on commodity indices, that provide exposure to the investment returns of certain commodities. Commodities-linked derivative instruments are used to enhance total return and/or as a substitute for the purchase or sale of commodities and to manage certain investment risks.

Credit Risk: The Portfolio enters into credit default swap contracts to manage certain investment risks and/or to enhance total return or as a substitute for the purchase or sale of securities.

Equity Price Risk: The Portfolio enters into equity index futures contracts and total return swaps to enhance total return and/or to manage certain investment risks.

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts to enhance total return, to seek to hedge against fluctuations in currency exchange rates and/or as a substitute for the purchase or sale of securities or currencies.

Interest Rate Risk: The Portfolio utilizes various interest rate derivatives including non-deliverable bond forward contracts, interest rate futures contracts, interest rate swaps and swaptions, inflation swaps and options contracts to enhance total return, to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

Restricted Securities

At January 31, 2022, the Portfolio owned the following securities (representing 0.6% of net assets) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Portfolio has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

Description	Date of Acquisition		Shares		Cost		Value
Reinsurance Side Cars
Mt. Logan Re Ltd., Series A-1		12/30/20		8,600	$	8,600,000	$	8,000,291
Sussex Capital, Ltd., Designated Investment Series 14, 12/21		1/24/22		1,114		—		1,107,140
Sussex Capital, Ltd., Series 14, Preference Shares		6/1/21		7,500		7,500,000		6,331,480
Total Restricted Securities					$	16,100,000	$	15,438,911

At January 31, 2022, the value of the Portfolio’s investment in affiliated funds was $124,711,233, which represents 5.2% of the Portfolio’s net assets. Transactions in affiliated funds by the Portfolio for the fiscal year to date ended January 31, 2022 were as follows:

Name	Value, beginning of period		Purchases		Sales proceeds			Net realized gain (loss)			Change in unrealized appreciation (depreciation)		Value, end of period		Dividend income		Units, end of period
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC		$  244,492,544		$  637,023,745		$  (756,777,420	)		$  (27,636	)		$  —		$  124,711,233		$  54,377		124,723,706

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 — quoted prices in active markets for identical investments

• Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

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• Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2022, the hierarchy of inputs used in valuing the Portfolio’s investments and open derivative instruments, which are carried at value, were as follows:

Asset Description	Level 1			Level 2			Level 3		Total
Asset-Backed Securities	$	—		$	51,253,338		$	—	$	51,253,338
Collateralized Mortgage Obligations		—			5,413,691			—		5,413,691
U.S. Government Guaranteed Small Business Administration Loans		—			24,879,231			—		24,879,231
Convertible Bonds		—			8,973,344			—		8,973,344
Foreign Corporate Bonds		—			229,050,578			0		229,050,578
Loan Participation Notes		—			—			53,080,994		53,080,994
Senior Floating-Rate Loans		—			7,885,015			865,671		8,750,686
Sovereign Government Bonds		—			1,190,008,452			—		1,190,008,452
Sovereign Loans		—			162,368,994			—		162,368,994
Common Stocks		18,628,126			110,429,752	*		400,060		129,457,938
Reinsurance Side Cars		—			—			24,207,191		24,207,191
Warrants		77,773			—			—		77,773
Short-Term Investments —
Affiliated Fund		—			124,711,233			—		124,711,233
Repurchase Agreements		—			85,151,971			—		85,151,971
U.S. Treasury Obligations		—			54,999,404			—		54,999,404
Purchased Interest Rate Swaptions		—			50,584			—		50,584
Purchased Call Options		—			434,072			—		434,072
Total Investments	$	18,705,899		$	2,055,609,659		$	78,553,916	$	2,152,869,474
Forward Foreign Currency Exchange Contracts	$	—		$	39,304,399		$	—	$	39,304,399
Non-deliverable Bond Forward Contracts		—			530,232			—		530,232
Futures Contracts		12,947,152			—			—		12,947,152
Swap Contracts		—			135,387,571			—		135,387,571
Total	$	31,653,051		$	2,230,831,861		$	78,553,916	$	2,341,038,828
Liability Description
Securities Sold Short	$	—		$	(84,999,359	)	$	—	$	(84,999,359	)
Forward Foreign Currency Exchange Contracts		—			(33,181,217	)		—		(33,181,217	)
Non-deliverable Bond Forward Contracts		—			(2,526,555	)		—		(2,526,555	)
Futures Contracts		(684,801	)		(391,162	)		—		(1,075,963	)
Swap Contracts		—			(54,413,523	)		—		(54,413,523	)
Total	$	(684,801	)	$	(175,511,816	)	$	—	$	(176,196,617	)

* Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

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The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

	Investments in Foreign Corporate Bonds		Investments in Loan Participation Notes			Investments in Senior Floating- Rate Loans			Investments in Common Stocks		Investments in Reinsurance Side Cars*			Total
Balance as of October 31, 2021	$	0	$	55,266,184		$	977,300		$	390,302	$	22,146,350		$	78,780,136
Realized gains (losses)		—		—			—			—		—			—
Change in net unrealized appreciation (depreciation)		—		(2,076,324	)		(168,438	)		9,758		(69,159	)		(2,304,163	)
Cost of purchases		—		—			—			—		7,100,000			7,100,000
Proceeds from sales, including return of capital		—		—			—			—		(4,970,000	)		(4,970,000	)
Accrued discount (premium)		—		(108,866	)		56,809			—		—			(52,057	)
Transfers to Level 3		—		—			—			—		—			—
Transfers from Level 3		—		—			—			—		—			—
Balance as of January 31, 2022	$	0	$	53,080,994		$	865,671		$	400,060	$	24,207,191		$	78,553,916
Change in net unrealized appreciation (depreciation) on investments still held as of January 31, 2022	$	—	$	(2,076,324	)	$	(168,438	)	$	9,758	$	(1,155,774	)	$	(3,390,778	)

* The Portfolio’s investments in Reinsurance Side Cars were primarily valued on the basis of broker quotations.

The following is a summary of quantitative information about significant unobservable valuation inputs for Level 3 investments held as of January 31, 2022:

Type of Investment	Fair Value as of January 31, 2022		Valuation Technique	Unobservable Input	Input			Impact to Valuation from an Increase to Input*
Foreign Corporate Bonds	$	0	Estimated Recovery Value	Estimated Recovery Value Percentage		0	%	Increase
Loan Participation Notes		53,080,994	Matrix Pricing	Adjusted Credit Spread to the Central Bank of Uzbekistan Quoted Policy Rate		6.65	%	Decrease
Senior Floating-Rate Loans		865,671	Market Approach	Discount Rate		10	%	Decrease
Common Stocks		400,060	Market Approach	EBITDA Multiple Discount Rate		15	%	Decrease

* Represents the directional change in the fair value of the Level 3 investments that would result in an increase to the corresponding unobservable input. A decrease to the unobservable input would have the opposite effect.

For information on the Portfolio’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio’s most recent financial statements included in its semiannual or annual report to shareholders.

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